The Uno is compatible with the wireless/SD shield which takes the XBee module. However to use an XBee you also need a second XBee for your PC.
However you can replace the XBee with a WiFi module known as a WiFly which has the same foot print as the XBee. No internet is required to use WiFi in this way!.
But both options will work just plug the shield in to the uno and the module XBee or WiFly in to the shield.
Mark