Depends, do you want to edit the XML files or the images that are used in some of them? Most of the UI works without any images, that's why. If you want to do images, maybe start with the windowelements.dds for the background images. Pay attention to the alpha channel which decides what is shown in game.
The color of the bar in the player window is controlled via the options (Alt-O), no need for any editing.
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