I'm not really familiar with the TLC5940, but a quick spin through the datasheet indicates that it uses an SPI (or SPI-like) interface. Maybe someone more knowledgeable can chime in on that. But, if that's the case, that is not a protocol that can be sent directly through a pair of XBees.
siroptinmar:
So to connect the 5V digital output from arduino, to 3,3V DI input from Xbee ? what issues? Just resistor or regulator 3,3V?
Neither is optimal. Use a proper level-shifting circuit. I'd be surprised if a regulator would work at all, they aren't intended to be used to shift signal levels.
My favorite cheap-o level shifter is below, I've had good luck with it. A 74AHC125 buffer also makes a good level shifter.
