I have 2 xbee module and one is configured as xbee coordinator and another is router api. cordinator is interfaced with pic18f4550 and router with pic16f73.
you can transmit api frames or recieve api frames. If you connect xbee with XCTU then you can see the received packet.To send it tp pic you have to make code.I made these codes in MikroC Pro.
Also you can send api packet usinf pic. I send a api packet from pic4550 to router which on/off a relay.
this link may be helpful Xbee api data transmit.