will they be able to connect to each other
The probably will, but I cannot tell you if you're able to configure that setup. First: there are different XBee modules on the market. XBee is usually used for the form factor but some use the term to identify ZigBee modules too. From the ZigBee XBees there two different series (series 1 and series 2) which are not interoperable. Usually if you buy 2 ZigBee modules (of the same series) and you power both up you can use them as if they would have wires between them (more or less). If you wanna setup a mesh network you have to change the firmware on the modules.