Communication between laptop and atmega2560 via two Xbee S2C
There are good instructions here for set up of the modules:

http://www.hobbytronics.co.uk/xbee-s2c-configuration

The way the UART is set up is clearly outlined in the datasheet here:

https://www.digi.com/resources/documentation/digidocs/pdfs/90002002.pdf

You should note that you might want CTS and RTS as well as Tx and Rx. You can use with or without, but you have to really take care if you do not implement it. If you are sending low amounts of data and not very often you'll probably get away without it. 

Din on the module is connected to Tx of the micro's UART and the Tx and the PC's UART. However, please note that the UART of the PC will be at RS232 levels and you will need to use a level converter to get them to 3V3. 

Similarly, Dout will go to the Rx pins of UARTs at each end, with you needing level conversion at the PC end. 

You should read up on RTS and CTS and how they are used. Some micros have UARTs with dedicated flow control, others you have to implement in software. The Mega2560 does not have hardware flow control, so you'll have to implement in software. This is a nice little document:

http://www.lm-technologies.com/wp-content/downloads/wireless%20adapters/LM048/Application%20Notes/DTR-DSR-RTS-CTS_Difference.pdf

Once again, at the PC end, you'll need level converters. 

I think this should get you going once you have done some more reading.