In layman's terms, the programmable variant of the S2C XBee module comes equipped with an additional 8-bit HCS08 microcontroller (MC9S08QE32) directly on the XBee module beside the EM357.
Digi did sell a DEV-Kit bundle (e.g: XK2-Z7SBE0) that came with a debugger/programmer - these devkits are now EOL.
As the modules themselves come from the factory with a working bootloader, you can upload the application to the HCS08 using XMODEM.
I once wrote a blog post describing how to get started: https://sten.pw/programmable-xbee-zigbee-radio-development-in-linux-macos/
Hope this helps. Cheers!