As I am a bit in a hurry, I haven't much checked if the question was already answered so forgive me if it it.
I wanted to know if it is possible to connect a laptop to an Arduino with XBee module and if possible, how
No, you need two XBee modules and something like a Foca or an UART Bee. Then it's almost like communicating with the direct USB connection (given your ZigBees are in transparent mode).
