Xbee to act as wireless i/o extension
Yes, it's possible. 

Each xbee has a set destination address. In xbee2 and xbee3 you would set the destination address to that of xbee1.

Yes it matters what series you use. For this, use xbee series 1 because series 2 xbees do not support automatic DIO line passing. You can use series 2 but they would have to operate in API mode, and instead of the xbee2 and 3 automatically transmitting when they see a change on a DIO line, arduino/xbee1 would have to poll xbee2/3 to determine the DIO line status.