Hello Karen,
It's quite simple:
1.- Build your example (i.e.: blink_led)
2.- The binary you are looking for is In the project folder blink_led/Debug/blink_led.abs.bin
3.- Open X-CTU, configure your serial port to 115200 8-N-1.
4.- Enter into the bootloader. To learn how take a look to the Help Contents -> XBee Extensions User's Guide -> 10. Tips & Tricks -> 10.1. Getting back into the bootloader. Or
here (this link is for non-programmable XBees, but the handshake for the bootloader is the same).
5.- In the terminal view of XCTU, select
XModem.... Select your file, leave the TX Data size to 64.
6.- Hit
F in the Bootloader menu. When you see that the module answers with
Cs, click on "Send" in the "XModem Transfer" dialog.
7.- You'll see a lot of output, then the application will run.
There were some modules that were shipped with a locked bootloader (See
Help Contents -> XBee Extensions User's Guide -> 5. Flashing a debuggable bootloader. So it might not work at first (d'oh!

). Then you would need an HCS08 flasher at least for the first time.
Take a look to
this thread, I hope you can get your module running.
Best regards,
Sebastián.-