Since you're using the AT command configuration, there's only a few things you need to do. Take a look at my site draythomp.blogspot.com
behind the tab that says "World of XBees" and I describe the things that can cause you trouble getting them to talk. It's not really hard. Just pick a pan id, note the addresses of the XBees and start configuring them. The easiest way to get them talking is to have both of them plugged into the same computer. If you have the hardware to do this I highly recommend it. You would need a couple of devices of some type to connect them to the computer and open two instances of XCTU to connect to the XBees and just configure and test away until you understand their interaction.
The very first time I did this I used two arduinos with the XBees connected to them and each arduino was USB connected to a laptop. Lots of hardware, but it's what I had at the time. Now, when I experiment I have one XBee to USB adapter and an Adafruit adapter plugged to an FTDI cable. It's just too convenient to be able to change and test each XBee and immediately see the results.
In direct answer to your question ATDH and ATDL are necessary, but you may have to do a couple of other things as well.
Google is your friend when you're trying this.