I'd start with Robert Faludi's book on Wireless Networks. Check Amazon.
Next download the XBee data sheets from Digi for the XBee devices. Go to the Digi website and hunt around, the data sheets won't be hard to find. Or you can just plug in XBee Data Sheets to google. You'll want to use the XBee S2 since support for the S1 version is dwindling.
Download XCTU to your Windows machine and use Faludi's book to figure out how to use XCTU to connect in AT mode. There's a new improved version of XCTU so the screen shots in the book won't match what you'll see on XCTU, but the new version is easier to work with so you should be able to follow along. This is the first step to actually programming an XBee, especially if you want to use it in API mode.
You probably also want to use an Arduino or some other microcontroller to interface to the XBees. Lots of resources on line about Arduino.