The Digi xBees connectors have a 2.0mm pitch, instead of the standard 2.54mm pitch, so they are not breadboard compatible.
Here are some compatible female sockets:
• Through-hole single-row receptacles -
Samtec P/N: MMS-110-01-L-SV (or equivalent)
• Through-hole single-row receptacles -
Mill-Max P/N: 831-43-0101-10-001000
• Surface-mount double-row receptacles -
Century Interconnect P/N: CPRMSL20-D-0-1 (or equivalent)
• Surface-mount single-row receptacles -
Samtec P/N: SMM-110-02-SM-S
You should also be aware they are 3.3v devices, and do not tolerant being driven at 5v.
Unfortunately, the user manual that Chshivaram so graciously uploaded for you, is specifically for xBee Series 1. The Series 1 and Series 2 have totally different firmware and protocols and are not compatible in any way. The Series 1 has the 802.15.4 firmware installed and the Series 2 the ZB firmware installed.
If you indeed have Series 2 devices, you'll need the User Manual I have attached below. You will also need to download the latest XCTU utility from Digi, to properly configure the Series 2 devices.
X-CTU Software
For future reference, a pair of xBee Series 1 will usually successfully establish a link upon initial powerup, however the xBee series 2 almost always require some additional configuration before a successfully link is established.
Hope the info helps in your endeavors.
Ciao