Depends wtich function set firmware you use. If you use the 802.15.4 set without MaxStream just have a look at the data frame specification for this protocol. Its all publicly available information. The transparent data you sent to the xbee module ofer uart is packed into 802.15.4 packet and sent to the wireless network (this also includes information such as PAD ID etc.), on the other side the xbee module unpacks this received packet and the payload is sent out through local uart port.