pc to arduino using Xbee

hi...
I have arduino mega 2560 R3, Xbee arduino shield, 2 of Xbee modules (modem type XBP24BZ7), USB-XBEE Adaptor. I have configured first Xbee as coordinator at and second one as end device at. I have succeeded in sending string from arduino to X-CTU terminal (Xbee software) using this code

void setup(){
    Serial.begin(9600);
}
void loop(){
    // handle serial data, if any
    Serial.println("hello world");
}

But I can not receive any string from X-CTU terminal to arduino. I have tried many arduino codes such as :

// this is where we will put our data
int myData = 0;
void setup(){
    Serial.begin(9600);
}
void loop(){    
    if(Serial.available() > 0){
        Serial.println(333);
        myData = (int)(Serial.read());
        Serial.println(myData + 777);
        delay(1000);
    }
}

and this too

#include <XBee.h>
XBee xbee = XBee();
void setup() { 
  xbee.begin(9600);
}
void loop() {
  //attempt to read a packet    
  xbee.readPacket(5000);
  
  if (xbee.getResponse().isAvailable()) {
    // got something
    Serial.println("something");
    if (xbee.getResponse().getApiId() == ZB_IO_SAMPLE_RESPONSE) {
      xbee.getResponse().getZBRxIoSampleResponse(ioSample);
      
      Serial.print("Received I/O Sample from: ");
      
      Serial.print(ioSample.getRemoteAddress64().getMsb(), HEX);  
      Serial.print(ioSample.getRemoteAddress64().getLsb(), HEX);  
      Serial.println("");
      
      if (ioSample.containsAnalog()) { 
        Serial.println("Sample contains analog data");
      }

      if (ioSample.containsDigital()) {
        Serial.println("Sample contains digtal data");
      }      

      // read analog inputs
      for (int i = 0; i <= 4; i++) {
        if (ioSample.isAnalogEnabled(i)) {
          Serial.print("Analog (AI");
          Serial.print(i, DEC);
          Serial.print(") is ");
          Serial.println(ioSample.getAnalog(i), DEC);
          
        }
      }

      // check digital inputs
      for (int i = 0; i <= 12; i++) {
        if (ioSample.isDigitalEnabled(i)) {
          Serial.print("Digital (DI");
          Serial.print(i, DEC);
          Serial.print(") is ");
          Serial.println(ioSample.isDigitalOn(i), DEC);
          
        }
      }
    } 
    else {
      Serial.print("Expected I/O Sample, but got ");
      Serial.print(xbee.getResponse().getApiId(), HEX);
      
    }    
  } else if (xbee.getResponse().isError()) {
    Serial.print("Error reading packet.  Error code: ");  
    Serial.println(xbee.getResponse().getErrorCode());
  }
  Serial.println("receiving not work");
  delay(1000);
}

But receiving never works.

What should I do to solve this problem?

Best regards