You never need to use XoopsLoad or manually load a class file to use XMF. All XMF classes load automatically whenever you refer to them.
For example, consider the familiar XoopsRequest class.
XoopsLoad('xoopsrequest');
$cleanInput = XoopsRequest::getString('input', '');
XMF has a version of Request that is regularly synchronized with newer versions, and will be the definitive version starting with XOOPS 2.5.8. This is how the same code can look with XMF:
$input = Xmf\Request::getString('input', '');
You can combine this with the tips under namespaces, and expand to a few more input fields for a look at a more typical use case:
use Xmf\Request;
// ...
$input = Request::getString('input', '');
$id = Request::getInt('id', '');
$op = Request::getCmd('op', 'display');
Autoloading for the Xmf
namespace is managed by a PSR-4 autoloader. The same autoloader also manages autoload for several libraries that XMF depends on. This autoloader will be standard in future XOOPS versions.