Mind you, XML is not the only way you can import database data. Look at Mail Merge, for example — it should be able to import your CSV (never used it, personally). You can use this if the transition from web text to InDesign is a straightforward one — i.e., import text, apply styles, print, go home.
But if you need to move stuff around, rename and group elements, or add custom texts, XML is the way.
I would recommend not to use InDesign to test your first XSTL transformations with. It doesn't appear to emit any useful errors, and if anything at all is wrong, the XML doesn't appear at all. So I use Saxon, a powerful XSLT processor, through the Kernow GUI. The screenshots are Windows, but it also works happily on my Mac. You edit your XML and XSLT with a good plain text editor (I use TextPad/Windows and TextWrangler/Mac) and process the files with Kernow. Since it has an output window of its own, you can immediately see what happens. You can dot your XSLT with debug stuff like <xsl:message>… thus far it works …</xsl:message>, and these will also appear in the Kernow output window. And if everything seems to work, you can try the same files in InDesign.
(Apart from the huge difference in XSLT versions — 1.0 for InDesign, which covers pretty much the basics and nothing else, where Saxon supports 2.0 plus a handful of extensions — there appear to be a few minor differences as well. My first try did work in Kernow/Saxon but failed in InDesign. I wouldn't know where to start looking for more info on that. Fortunately, there are dozens of different ways to do the same thing, even with bog standard XSLT 1.0.)