how to find the MSXML version?

Use Msxml2.DOMDocument.6.0 - it's included in all Windows versions since Windows XP SP3. Msxml2.DOMDocument.4.0 is obsolete, don't use it. If you want a fallback, use Msxml2.DOMDocument.3.0 as an alternative.

So, this should be enough:

// JScript
var xmlDOM = Sys.OleObject("Msxml2.DOMDocument.6.0");

But if you want a fallback use something like:

// JScript
function Test()
{
  var xmlDOM = GetXMLDOMDocument();
  if (xmlDOM != null) {
    // Do something
  }
  else
  {
    // Neither MSXML 6 nor MSXML 3 was found - something's wrong with the computer
  }
}

function GetXMLDOMDocument()
{
  var progIDs = ['Msxml2.DOMDocument.6.0', 'Msxml2.DOMDocument.3.0'];
  for (var i = 0; i < progIDs.length; i++) {
    try {
      var xmlDOM = Sys.OleObject(progIDs[i]);
      return xmlDOM;
    }
    catch (ex) { }
  }     
  return null;
}

References:
https://en.wikipedia.org/wiki/MSXML#Versions
http://blogs.msdn.com/b/xmlteam/archive/2006/10/23/using-the-right-version-of-msxml-in-internet-explorer.aspx