The XBee will send data to whatever destination you set (DH & DL.) If you use the SH & SL of a radio then the data will go to that radio. If you use 00000000 0000FFFF then the data will be broadcast to all other radios (the default for the coordinator.) If you use 00000000 00000000 then the data will be sent to the coordinator (the default for end devices.)
API mode might be worth a look. It can let you address each packet separately.