The Grove board by its self has no processor or anything for you to write code to. It is simply an interface board to connect an XBee to a known connection type. That is connect the XBee modules ADC or DIO function to a Grove style header.
The XBee would be configured using XCTU or any other Terminal based communications software using the radios AT commands.
You can configure the xbee radios using XCTU. I have some python code that talks to the Grove sensors via Python. I believe (not being an expert) you need a coordinator xbee node connected to a microprocessor like an adrunio, Raspberry Pi or PC via xbee API mode then you can communicate with standalone xbees in AT mode (on the same network scan code).