Well, to get started, you can leave out the XBees and just use the serial ports. Connect the Arduino grounds together and connect RX to TX and vice versa. Use digitalread to check the switch on one and send 'H' or 'L' (or whatever else you fancy) out of the serial port depending on the state of the switch.
Have the receiving Arduino read the serial port and when it sees 'H' light the led, else turn it off.
When it's all working, replace the wires connecting the serial ports with XBees. If you're lucky, you won't even need to configure them.