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Ryuu96 said:

The Xbox Play Anywhere initiative goes one step further, making some of the company’s biggest games available across both Xbox One and Windows 10. Starting later this year, if you buy a game digitally on Xbox One you’ll also own it on Windows 10 and vice versa. The game will simply appear in your library and all of your saved game data and achievements will transfer across both platforms.

 

Only works with digital copies.

That's how you do it.