are there XBee module pluggable on the computer directly ? or should I have to use another arduino with Xbee module and make the com using virtual communication over USB ?
The former is wrong, the latter is correct, if XBee means a ZigBee module. There are also XBee modules for WiFi or Bluetooth communication but because you didn't specify a protocol I assume ZigBee.
For communication with a PC, Bluetooth would be a cheaper alternative.