but the XCTU side is still nothing,
So, quit using X-CTU for something it is not intended for. It is a tool to configure the XBees. Use it just for that.
but how to let the Arduino Xbee's side get the data from the program which connected by Xbee Shield?
I failed to parse this sentence to obtain any meaning.
You can open two instances of the Serial Monitor - one for each Arduino. The data being sent/received by the XBees will appear in the other serial monitor.