The performance of a single gas electron multiplier (GEM) in pure Xe at an atmospheric pressure is investigated by Particle in Cell-Monte Carlo Collision (PIC-MCC) model. The micro development processes with electrons and ions distributions in space have been revealed. Based on the micro development processes, the macroscopic parameters such as GEM gain and the effective efficiency have also been obtained. The simulation results indicate that after tens of nanoseconds, electrons are collected by the readout electrode while the ions still exist in the gas space for several microseconds. The main signal current is formed by the electrons arriving at the readout electrode, but electrons and ions are also collected by the copper electrodes near the GEM hole and the thin Kapton film boundary. The simulated gain of GEM exponentially increases with the applied GEM voltage. With the PIC-MCC simulations, both the physical amplification and charging mechanisms in the GEM device can be well understood, which is beneficial to the device design.