I intend to use this microcontroller on the device
Note that MCU by itself will not do much, you will need to have ZigBee stack. NXP/Jennic provides one, but typically ZigBee stacks are not the easiest things to use.
How could I set up a wireless interface with a PC with it as you would with a bluetooth adapter?
The easiest thing is to take the same controller and connect it to PC via UART (use FTDI or equivalent IC for USB connectivity).