Xbee modules provide a very simple way to add a wireless capability to communications on Arduino. Essentially they let you work in exactly the same way as a direct serial connection between two boards – albeit wirelessly.
The easiest way to connect an Xbee to your Arduino, is to use the Arduino Wireless Shield.
It’s possible to connect Xbee’s without a shield – but given the fact that they don’t have the (standard) breadboard 0.