
You should get something like below I installed instant SAXON in the directory SAXON, so I now do the command:

after which I get the window below:

If I do a dir command I can see all the files in the directory, as in the screen below the first.

Note that your xml data file and XSLT stylesheet are expected to be in the same directory with SAXON, otherwise you will need to specify paths to them!
If I were to use the type command I could do :
type tst.xml which would show:
C:\SAXON>type tst.xml
<test>
<expr>
<expr><val>A</val></expr>
<op>+</op>
<expr>
<expr><val>B</val></expr>
<op> * </op>
<expr><val>C</val></expr>
</expr>
</expr>
<expr><val>A</val></expr>
</test>
C:\SAXON>
The actual text of the tst.xsl file is below:
<?xml version="1.0" ?>
<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
version="1.0" >
<xsl:template match="/">
<html><head>
<meta http-equiv="Content-Type" content="text/html;charset=utf-8" />
</head><body>
<center> SOME EXPRESSIONS <br/> (1 per line) <hr/> </center>
<xsl:for-each select="test/expr" >
<br/>
<xsl:apply-templates select="." />
</xsl:for-each>
</body></html>
</xsl:template>
<xsl:template match="expr">
<xsl:apply-templates select="./*" /> )
</xsl:template>
<xsl:template match="val">
<xsl:value-of select="." />
</xsl:template>
<xsl:template match="opr">
<xsl:value-of select="." />
</xsl:template>
</xsl:stylesheet>

Since there were no errors, no output is sent to the screen after the saxon command. Also note that a file eg.htm has been created according to the specifications in tst.xsl.
I probably do not want to look at this as a text file. Rather I want to open a browser (IE5 or NETSCAPE) and look at the file through that. When I do, I will see the figure on the next page in the browser

If we were to just type (or print ) the page it would look different!
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta http-equiv="Content-Type" content="text/html;charset=utf-8">
</head>
<body>
<center> SOME EXPRESSIONS <br> (1 per line)
<hr>
</center><br>
(
( A )
+
(
( B )
*
( C )
)
)
<br>
( A )
</body>
</html>