All the XBee modules, regardless of the protocol they run, have a set of lines (pins) that can be used to connect sensors or actuators and configure them with specific behavior.
You can configure the IO lines of an XBee device to be digital input/output (DIO), analog to digital converter (ADC), or pulse-width modulation output (PWM). The configuration you provide to a line depends on the target device. You can also read IO samples to get the value of all the configured IO lines at any time.