Connecting 2 XBee pro 868 (s5) to parse the state of a DI

I thought I could transfer the state of a digital input (DI) wirelessly using 2 XBee pro 868 (s5).
Something similar to what this video shows:
https://alselectro.wordpress.com/2013/09/28/xbee-direct-inputoutput-s1-series-digital-input/

From your answer I understand I cannot do that and I will need a microcontroller to parse the API command in order to get the state of the DI.
Is this

https://www.youtube.com/wtch?v=jh-GIaghIjw

effectively what I need to do?

That is correct. The XBee PRO 868 does not support direct DIO line passing. It is only supported via remote AT commands and the API interface.