Step 1: What is a u.fl connector?
You can see that the male connector is surface mounted on the pcb of the xbee and wifly rnxv. The female connector is on the end of the coaxial cable.
Step 2: What you need
You need an adaptor cable that goes between the male u.fl connector mounted on the pcb, and you need an antenna.
But: You need the connection between the antenna to match the connector on the u.fl adaptor cable and there are a few types.
Just make sure that these match.
How to choose an antenna:
You can use an sma antenna or an rp-sma antenna.
Match the frequency of the antenna rating to your component frequency (2.4 GHz for both the aformentioned xbee and rnxv components)
for the SMA antenna: get an SMA antenna and an SMA to u.fl interface cable adaptor.
for the rp-sma antenna: get an rp-sma antenna and an rp-sma to u.fl interface cable adaptor.
For this instructable, I'll use an SMA antenna with an SMA to U.fl adaptor, but you can substitute and RP-SMA antenna and an RP-SMA to u.fl adaptor cable.