If you're just trying to make your own swatch to use in various Scribus documents I think it would be easier to use the Scribus colour editing tools to create your colours. Then save the blank document. Then import the colours from this document into your other documents. This way you can have an instant preview of what the colours look like when you're creating them.
However, if, on the other hand, you're also using the XML in other applications then all of the XML colour swatches I've looked at are coded with things like CMYK="#000d194a" so I'd guess this is the CMYK format you should be using. I'm also guessing that "#ff" would be 100% so values between 0 and 100 will need to be multiplied by 2.55 to give the appropriate hex value (and possibly rounded up/down), e.g. 40% Magenta = 40*2.55 = 102 = #00660000. But, like I say, this is just a guess and maybe someone who really knows what they're doing can give a better answer. It's worth a try in the meantime.
This example works just fine:
<?xml version="1.0" encoding="UTF-8"?>
<SCRIBUSCOLORS Name="My Colours">
<COLOR NAME="My Pink" CMYK="#00660000" Spot="0" Register="0"/>
</SCRIBUSCOLORS>