I would appreciate if someone could tell me the steps to load the TMX map in Monogame for Windows Phone 8 or provide me with some tutorials to do this.
Thanks in advance.
Any of the open source XNA / .NET map loaders should be able to be used with MonoGame. There's a list on the Tiled github page.
You'll need to recompile the map loader by replacing the XNA references with MonoGame equivalents. I did a similar thing with the tIDE map editor when I created Rock Run.
I haven't used Tiled in a game but I did build a prototype once with the TiledMax loader.