By default XI is configured to monitor itself, but it's probably a bit more useful if it monitors objects outside of itself. There are are a few ways to add hosts and services for XI to monitor, but one of the easiest ways is through XI's configuration wizards. Below is a video stepping though setting up XI to monitor a website.
Wizards are a good way to usually add just one host at a time, but other methods exist for adding multiple hosts to XI. These methods are a bit more involved so we'll point out these resources if you wish to delve deeper: