You can write code to save out the the updated data to the .xml file or database. You're secondary data source cannot be part of the .xsn file or this will never work.

Another option is to have a button in the view that launches another form. That other form's main data source is the first form's secondary data source -- thus you can update the file. The only problem you have with this is you need to communicate back to the first form when an update is made to force it to update the secondary data source info. It's a lot of work, but with a bit of research, a few bumps and bruises and, and some steady persistance, it can be done this way.

Sorry I don't have examples of either approach.

What is the proper methodology or where are there examples on how to update a
secondary data source from the form?  The purpose of the secondary data
source is to populate vendor information but the user of the form will also
need to add in additional or update vendor information when completing the
form.