Almost there...

OK, so I could for example start with the ‘xBee THT Grove Development Board’ seen here
then connect my xBee WIFI module, then this Grove temperature and humidity sensor seen here
then, through use of an xBee explorer I can connect to the board from my computer and configure the network with X-CTU and make use of the cloud if I want?

Yes but you don’t need the XBee explorer as the THT Grove board has the ability to connect the radio to the PC via the USB port. So all you need is the sensor you listed above and the THT XBee Grove board.

Thank you kindly mvut