A question to xia2.support last week indicated that the documentation has no information on how to run xia2 from the GUI in ccp4i. While this is rather old and cumbersome, if you are on Windows it is close to your only option.
Here is a short guide.
Obviously you need to select xia2 GUI from the main CCP4i:
This will pop up something which looks like this:
Now confusion reasonably starts: where to put in the image information? The GUI works like the xinfo files specified in the manual (http://www.ccp4.ac.uk/newsletters/newsletter48/articles/Xia2/manual.pdf) so you first actually need to define what wavelengths you have (i.e. SAD, native etc.) then associate images with these wavelengths:
What I have done here is create a new data set Demo / Native and added a Native wavelength to it, which I have given images insulin_1_001.img and onwards in /data1/gw56/demo. Hitting "run" will now process the data with xia2 / Mosflm. To use XDS select "run processing with XDS" under key parameters.
Two comments: this GUI needs to be updated, and the manual needs to include the GUI! Sorry for this omission.