Hello Pedro, if you want to start with the KW2X series with Zigbee, you should start Looking for the Beekit Software. Download and Install it from the NXP Page. It contains a great quantity of documentation in pdf files accesibles via the Beekit Software. Start reading about Zigbee with the Drew Gislason's book "Zigbee Wireless Networking" (it is great, although a bit old).
Burn the examples of Home Automation in the TWR-KW2X boards and get a sniffer running with wireshark (Start with "Zigbee Application User's guide" in beekit documentation). After seeing some packages flying around, Start with the Zigbee Generic Application and the document "Beestack Application Development Guide" in the Beekit documentation.