Both CodeWarrior and its Programmable XBee SDK are available for download from http://www.digi.com/progxbee
CodeWarrior is looking for the P&E multilink debugger that is included in the Programmable XBee kit among with the XBIB board.
The SDK is intended for Programmable XBees (not to be confused with XBee PRO). First step is to ensure that your device is a programmable one, if it is not, there is nothing you can do with CodeWarrior and that device.
If it is and you do not have a debugger, the binary generated with the SDK can be downloaded to the XBee through the serial port and X-CTU using XModem protocol and the Programmable XBee's bootloader.