That is entirely dependent upon the sensor and software on the PC on what you need. If you have a software program that is already designed to send Modbus commands, than on the PC side all you need is the XBee module mounted on an RS232 or USB interface board.
On the Sensor side, if you get a sensor that understands Modbus, then it would be the same.
You only need to go the Arduino rout on the sensor side if the sensor does not speak Modbus.