Yes, Xbee and Xbee Pro are completely equal and pin-compatible, except the transmission power/range (and thus the corresponding power consumption)
And yes, both Xbee and Xbee Pro can be used to both send and receive data. In the simplest scenario, they can be thought of just as direct replacements for RX and TX wire connections between two microcontrollers.
For learning in detail about Xbee modules, I suggest you read the following in the order you prefer (listed here in order of ease of reading):
1) The main page of xbee-arduino library: http://code.google.com/p/xbee-arduino/
2) The book "Building Wireless Sensor Networks with Zigbee, Xbee, Arduino, and Processing" by Rob Faludi: http://www.amazon.com/Building-Wireless-Sensor-Networks-Processing/dp/05968077322
3) The PDF "Unofficial Xbee Cookbook" by John Foster: http://www.jsjf.demon.co.uk/xbee/xbee.pdf
4) The Xbee/Xbee-Pro datasheet (available from Digi website or Sparkfun, Adafruit, etc.)