As above you need Play Anywhere (mainly MS self published titles). There are a few other games (over 99) which are Xbox Live enabled but you need to buy them twice as they are not Play Anywhere enabled but Xbox Live enabled if you buy from the MS Windows Store (Dead Rising4, Resident Evil 7, Rise Of The Tomb Raider, COD Infinite Warfare, Ori and the Blind Forest). Some of the Season Pass content is also shared between platforms some you have to buy again unless its Play Anywhere.
Game Pass is the best way to get the Play Anywhere titles its very cheap & you even get the latest Forza 4 game on PC (season Pass is always another separate purchase though!).