There's no XNA method that does a hexagon hit test.
This article explains how to write a function that does the test, and gives you the function:
How to Check if a Point is Inside a Hexagon
Here is a summary from that article:

And the function that does the test goes like this:
- Test the bounding box around the hexagon, early out if it does not intersect it.
- Transform the point into a local quadrant as shown above.
- Perform the following
isInsidetest for the local quadrant.
public function isInside(pos:Vec2Const):Boolean
{
const q2x:Number = Math.abs(pos.x - _center.x);
const q2y:Number = Math.abs(pos.y - _center.y);
if (q2x > _hori || q2y > _vert*2)
return false;
return 2 * _vert * _hori - _vert * q2x - _hori * q2y >= 0;
}
See the article for full details.
Here are some other useful related sources: