how do I connect the XBee XB3-24Z8PT-J to X-CTU?

I have a XBee XB3-24Z8PT-J chip connected to a pololu m3pi robot and I dont know how to connect it to the X-CTU software.

XCTU is a test and configuration software for the Digi XBee modules. It is not really for communicating with 3rd party devices such as a robot.

No the problem isn’t connecting the robot to the software its connecting the XBee too the software, when I power the robot I thought that would power the XBee allowing me to connect to it.

That sounds like you have some other issue. The XBee only needs to receive 3.3V on Vin to power up. /CTS will change states as soon as the radio is up and ready to go.