But how do I replace this sign so that it does show?
When you create (or edit) your entry, instead of directly using the “é” character, instead use the numeric entity for it: “é”.
On top of that I really don’t know how to fix this warning: “Your feed appears to be encoded as “UTF-8”, but your server is reporting “US-ASCII” [help]”
If you’re on an Apache-based webserver, then you can create a blank text file in the main site directory on your server named .htaccess (the period at the beginning is important). Inside, place this:
<FILES index.xml>
AddCharset UTF-8 .xml
</FILES>
Is pMachine supposed to update the xml-file after each new message that is posted with it?
Yes, pM Pro will normally update the feed file whenever you post a new entry or edit an entry. In order to be able to do that, the file ("index.xml", in this case) must be set to file permissions 666 or otherwise set as “writable”.