You're more than welcome to use XHR however you see fit. We don't dictate that choice. For many that will mean `$.ajax` - React plays nicely with jQuery (so long as you don't modify the DOM out from under us). For others that might mean a thin library that does that the same thing.
If you're interested in using jQuery with React, we have an example: https://github.com/facebook/react/tree/master/examples/jquer.... It doesn't use XHR but it should give you some idea of how the 2 can play nicely together.