Sending AT commands in API mode is just a matter of constructing the API frame and sending it out your serial UART. First I would read through the manual for your radio and double check the format of the AT command API frame.
You can also use the frame maker (ftp://ftp1.digi.com/support/utilities/digi_apiframes2.htm) to see how to put together the frame.
Next you just need to program your PIC chip to send the bytes of the API frame to the XBee. I am no expert in PIC programming but there is a guide I found online that could help. http://www.circuitsathome.com/mcu/playing-xbee-part-4-api