Every 30 minutes their server generates an XML file with product inside, so my site every half hour would make a request to the URL given to me, their server will generate the XML list updated and will importarselo automatically to update our site.
Does anyone have an idea of how you can implement in asp.net mvc?
http://quartznet.sourceforge.net/
Quartz.NET is a full-featured, open source job scheduling system that can be used from smallest apps to large scale enterprise systems.
You could simulate a Windows Service using ASP.NET to download and import the XML at scheduled intervals. Otherwise, use a dedicated scheduler like Quartz.NET (already mentioned by Mendy), or build your own Windows Service, or run an import script using Windows Task Scheduler.