I expect two xbee shields to be delivered today.
I already have the xbees.
Again, which ones?
One thing I am worried about is I don't really know how to send signals through them.
How to send signals to them depends on what kind of signals you are talking about, and how the XBees are configured and connected.
If the TX pin of the XBee is connected to the TX pin of the Arduino, and the RX pins are connected, sending data to the XBee is simple - use Serial.print(). Getting data from the XBee is equally simple - use Serial.read().
If the XBee TX and RX pins are connected to other pins, use NewSoftSerial (pre 1.0) or SoftwareSerial (1.0 or later), or Serial1, Serial2, or Serial3 if you have a Mega and the XBee is connected to another hardware serial port.