can I tell it to send voltage to a pin when this happens
Yes but only if you connect the signal flashing the red LED to an arduino (or something else)
You question is a bit vague, so it matches my answer.
For a more specific answer please provide links to the equipment yo are using, along with how you are wiring it up to the Xbee. It would also be useful to know what you want to do.
Most RFID readers have a separate input to flash the red LED because you normally want to flash the red when you deny access and green when you grant it.