Ok, I have read the code. I have to say, it opened few more doors in my brain. Few questions though:
1) What is the external circuit at ULPWU pin?
2) Why is global interrupt not enabled and there is no statement "ON_INTERRUPT"?
3) Do I need the above two statements IF I want to monitor more pins? My plan is to attach an PIR sensor to one pin and when the sensor makes the pin high, PIC should wake up and send data via RF transmitter and goes back to sleep again. It should only send data if PIN IS MADE HIGH.

I have ammended the code at the link above to suit my needs, please excuse silly mistakes (if any) as its my first attempt on interrupts and I request your feed back please. Thanks
So here I go:

Suppose PIR attached to GPIO.1

@ DEVICE PIC12F635,MCLR_OFF,INTRC_OSC_NOCLKOUT,WDT_OFF,BOD_ OFF
@ DEVICE PWRT_ON,FCMEN_OFF,IESO_OFF,WUREN_OFF,PROTECT_OFF

SYMBOL PLVD_LED = GPIO.2

OSCCON = %01100000 ' Internal 4MHz select
OPTION_REG = 128 ' internal pull-ups off
CMCON0 = 7 ' disable comparator
VRCON = 0 ' disable internal Vref

GPIO = %00000000 ' LED off on boot
TRISIO = %00000001 ' GPIO.0 = input, rest outputs
PIR1 = 0 ' clear peripheral int flags
PCON.5 = 1 ' ultra low power wakeup enabled

Main:
GPIO.0 = 1 ' set data latch on GPIO.0
TRISIO.0 = 0 ' GPIO.0 = output (charging cap)
PAUSEUS 24 ' charge cap for 24uS
TRISIO.0 = 1 ' GPIO.0 = input to discharge cap
IOCA.0 = 1 ' int on change enabled for GPIO.0
IOCA.1=1 ' int on change enabled for sensor @ GPIO.1
INTCON = %00001000 ' global ints disabled, int on change enabled
@ SLEEP ' put PIC to sleep
INTCON.0 = 0 ' clear wake up on change int flag
GOSUB Test ' go test for under voltage condition AND send data if pin is made high by sensor
GOTO Main

Test:
INTCON.6 = 1 ' peripheral ints enabled
While gpio.1=1
serout (data)---'My data goes here
pause 500
wend
LVDCON = %00010101 ' enable PLVD. set trip point to 4.0V

' enable PLVD interrupt only when PLVD internal Vref is stable
IF LVDCON.5 = 1 THEN PIE1.6 = 1 ' if stable, enable

IF PIR1.6 = 1 THEN ' voltage <= 4.0V?
HIGH PLVD_LED ' yes. indicate voltage is <= 4.0V
PIR1.6 = 0 ' clear int flag
ELSE
LOW PLVD_LED ' else, indicate voltage is > 4.0V
ENDIF
LVDCON = 0 ' PLVD disabled before returning to sleep
INTCON.6 = 0 ' peripheral ints disabled
PIE1 = %00000000 ' low voltage detect int disabled
RETURN