**Explanation:**

Xenon is a noble gas and belongs to Group 18 of the periodic table. Noble gases are known for their stable electronic configurations and generally do not form compounds easily. However, xenon is an exception and can form compounds with fluorine due to its ability to expand its valence shell.

Xenon can form several fluorides, including XeF2, XeF4, and XeF6. These compounds are formed by the reaction of xenon with an excess of fluorine.

**XeF2:**
XeF2 is a linear molecule with xenon in the center and two fluorine atoms attached to it. Xenon in XeF2 has a formal oxidation state of +2. It forms when xenon reacts with an excess of fluorine gas.

**XeF4:**
XeF4 is a square planar molecule with xenon in the center and four fluorine atoms attached to it. Xenon in XeF4 has a formal oxidation state of +4. It forms when xenon reacts with an excess of fluorine gas.

**XeF6:**
XeF6 is an octahedral molecule with xenon in the center and six fluorine atoms attached to it. Xenon in XeF6 has a formal oxidation state of +6. It forms when xenon reacts with an excess of fluorine gas.

**XeF3:**
XeF3 does not exist. Xenon does not form a fluoride with a formal oxidation state of +3. This is because xenon does not have enough valence electrons to accommodate a formal oxidation state of +3. Xenon's valence shell can only accommodate 8 valence electrons, and in order to achieve a formal oxidation state of +3, xenon would need to have 11 valence electrons. This is not possible for xenon.

Therefore, the correct answer is option B: XeF3. Xenon does not form a fluoride with a formal oxidation state of +3.