If the inspector dialog is not showing use the Tools->Show inspectors menu item. To work with entities click on the Entities tab of dialog shown
All external XML entities included via the DATA file or one of its siblings are listed here. For this example I have run qxsldbg on test13.xsl with test13.xml (found in the tests directory of xsldbg source distribution) so that you can see some entities. See below for an example
Clicking on a entity entry in the list shown will cause the cursor in the main window to move to the start of the file indicated.