I need to spend an XP for another Soldier to use them.
Not exactly. Cards with the text like "you [another soldier] may ....." work as you say. But cards mentioning only "you" work only on the soldier whose hand they are in. For example Blast (8-17) reads:
"Play when you declare an Explosion Attack. Roll 2 extra Attack Rolls".
This one can not be played on any other soldier.