Klavissimo doesn't judge how a piece sounds — it compares which note you play, and when, against the notes the piece actually calls for. That only works if the notes themselves exist as structured data: MusicXML.
Every note stored individually
MusicXML stores pitch, duration, bar and part (right or left hand) for every single note, as text — no picture, no sound. Klavissimo reads exactly that structure on import and compares it live against what you play on your piano.
MXL is the same thing, just packed
".mxl" is a zipped MusicXML file — the same notes, just packed into a smaller file. Klavissimo reads both extensions equally well; which one you get just depends on how your notation software exports.
Good to know:
It doesn't matter where a MusicXML/MXL file comes from — exported from MuseScore, downloaded from a public-domain source, or recognised from a PDF: Klavissimo treats them all the same.
Why not PDF, MP3 or video
A PDF is a picture of notes — not note data, exactly as Klavissimo tells you on import. An MP3 file or a video is sound, not pitch structure. Neither can be compared note by note — only MusicXML/MXL works.