can i program an arduino fio similar to arduino Duemilanove or uno (i.e by connecting it to my PC using usb cable and writing from arduino software )
It would have taken you less time to try it than to post asking for permission.
But, since you asked, yes, you have our permission to do it.
http://arduino.cc/en/Main/ArduinoBoardFio
The Arduino Fio is intended for wireless applications. The user can upload sketches with an a FTDI cable or Sparkfun breakout board.
Provided, of course, that you have a FTDI cable or Sparkfun breakout board.
Actually the answer to your explicit question is "No" - the USB connector on the Arduino is strictly for power and battery charging not communication. You really want to get an FTDI cable anyway IMO. In tandem with a mini breadboard it makes it really easy to test TTL serial devices before you connect them to the Arduino.
BTW, the Fio is all about low power. It uses very little itself and it offers very little via its VCC for powering other devices. The xBee Pro 900 will not work for example. If you aren't sure it is the right device for your project, then it probably isn't. I am using one for some personal stuff because it is a cast off - didn't work for what I wanted in a "real world" project. I am regulating power to other components instead of using VCC and that is kind of a pain.