XBee explorer dongle communication with Uno+Xbee Shield

Has anyone tried to communicate with two XBee modules this way? One is attached to an Arduino board with a XBee shield and sends temperature readings to another mounted on theXBee explorer dongle like this one:
SparkFun XBee Explorer Dongle - WRL-11697 - SparkFun Electronics.

I've tried following many tutorials, but I am stuck on how the latest version of XCTU is supposed to be used to program the XBee's. Specifically, although I can see that the radio modules are working and can see all their parameters, but I am confused on how I can print out the received data on a Serial Monitor or elsewhere on my computer. Is there something in XCTU I can use to see the readings? Or do I have to program the XBee on the dongle somehow?