How do you send an AT command to the XBee now? You type some text into an application that sends the text to the XBee via the serial port. So:
Serial.print("ATDB");
Then, the application shows any serial data that came back:
while(Serial.available() > 0)
{
char inChar = Serial.read();
// Do something with inChar
}
If the Arduino is using a software serial port to talk to the XBee, replace Serial with the SoftwareSerial instance name.