The X2e does not directly support the Modbus. You are going to need to write a python application in order to make the conversion from our API and the data to a modbus frame and send it to the server.
You might find the following helpful:
http://www.digi.com/wiki/developer/index.php/XBee_Analog_I/O_Adapter
http://www.digi.com/wiki/developer/index.php/Category:Modbus