Arduino and XBee make a very good combination and they all have a very important common point : Easy to use !
People are using them together on their electronics projects to achieve wireless monitor and control. Nowadays , internet reaches most corners of the world. Since that , people are also including internet into their projects. So they can control and monitor electronics projects from internet.
XBee USB Adapter - It comes with a FTDI chip ( in the middle of this picture ) which allows user connect to it with an mini USB cable. So you can use your PC to communicate with other devices through XBee.
Arduino UNO - This one can connect to PC through USB port and monitor and control your electronics project. With a third party library , NewSoftSerial , you can connect an XBee to it.
If you wanna use internet to monitor and control your electronics project , you can do like this :
1. connect XBee to a PC through an USB Adapter
2. connect XBee to Arduino UNO through NewSoftSerial
3. Setup a Web Server on the PC
4. User access the Arduino UNO from an internet browser
On step 3. , you can either write your own simple Web Server , setup a Server program such as apache , or just use the package people already made for this such as NetLab Toolkit for flash.
Another option for achieve internet control is use Arduino Ethernet. See the picture below
Arduino Ethernet - It comes with Ethernet and SD Card module which allows people access it from internet and can store information into a SD Card. It can also install an XBee on it with official serial library. So it can talk to other devices with XBee.
Although there're some small limitations about this option , however it does not need a computer to work with it. You can just connect the ethernet cable from a modem or a router into it directly. With a third party power module , even it can get power from the ethernet cable.