Using the Xbee to sleep Arduino

Kiwibird:
on serial monitor:

!!
(but no massage)

What message were you expecting? It would seem that "!" must have been received, which would cause "!!" to be output.

try to use this code with xbee, but it didn't get any data. Where did I go wrong?

Hard to say without seeing the code and schematics for both sending and receiving ends. What is the purpose of delay(200)? What is the purpose for going to sleep, and what will wake the MCU?