As long as the Pic has a UART, you should be able to get it to work. Just think of the radio's as nothing more than a cable on that com port between the two.
Why use API mode on your PIC? If you just set the DL and DH on the XBee, it will send the data to the matching XBee module with that address. This will reduce your code on your Pic and make it easier for you. Using API mode then on your Arduino will still allow you to know who the data came from and they will still talk back and forth.