Yes, an XBee can be configured by any a PIC or any processor with a serial interface.
With a PC one typically uses the X-CTU utility which makes configuring easy since it has all of the XBee parameters listed. X-CTU then just writes the command sequence to the XBee’s serial port to set the configuration.
Without X-CTU you just write your code to write these command sequences to the XBee. Study the XBee document to learn how to write these commands. Pay attention to AT verse API command sequences. For doing this from a processor I prefer have the XBee in API command mode and then use the API Frames to send commands.
I know nothing about the nrf24l01 so can not compare.