Depends what your question is....
Q. Can an nxt communicate via a wireless connection with a zigbee device?
A. No the nxt supports Bluetooth not zigbee
Q. Is it possible to interface a XBEE modem to an NXT.
A. Possibly, you can probablt build some sort of hardware interface that will let you hook up the XBEE device via the nxt i2c/sensor ports... But this will not be trivial... I would have posted more but the web site for XBEE requires registration to look at the hardware datasheet and I'm not that interested in the device!