he means drive the car around without any air filter and see if you can tell a power difference just from a filter change. if not, its unlikely that a K&N will do the job.

there no really "intake" available for the XF; some one-off models made by vendors and individuals, but no mass-market kits are available. some people have even put other MB intakes on their cars (E500 onto the XF, SL55 onto the SRT6).

congrats, welcome.