There's a big difference between Xbox Live (MS's server) and Xbox One (a console). Looks like you're confusing the two.
Don't believe everything you hear.
Sorry, I know you don't want to hear it, but it's "not possible" for the Xbox One console to play with Win10. In fact, 360, One, PS3, PS4, and WiiiU... none of them can play with each other using any other MC version.
Yes you can play with up to 4 friends using xbox live, they will all need to have the windows 10 version too
I think the OP wanted/expected Win10 players to be able to play with Xbox One players (per his post title) using Live.
That's not possible. (Different world sizes, features, etc.)
As Cherry said, only Win10 (and PE) players can play with each other through Live... ifthey all add each other as "friends" in Live (everybody has to have the Gold Live), andeveryone has "multiplayer" and "broadcast to Live" turned on in Options. Then it's as simple as selecting a "friend" from your list and sending them an invite.
The other alternative is to wait for Realms to be added to Win10 (should be with the next update). You still won't have Win10-to-console play, but up to 10 people can play at a time, and up to 200 can be given access, plus I believe only 1 person needs to pay for a subscription to Realms, and once a world is set up, any "access" player can join that world at any time (the owner of the world doesn't have to be on.) I also believe that only Win10 and PE will be the only two versions of MC that will be able to play together using Realms.
Realms Main site: https://minecraft.net/en/realms/
Realms FAQ: https://minecraft.net/en/realms/faq/
Maybe in the future all the different versions (except the java version) will be able to play together (Realms or no Realms), but for now.... Sorry.
EDIT: thinking on it a bit, your One friends won't like to play with you. The keyboard/mouse will beat a controller any day. I haven't heard for sure, but I'll bet a smartphone's controls (PE) will lose to a controller.
Personally, I use all three at once in Win10. The mouse for looking around, breaking/placing things and selecting items in the hotbar, a controller for movement, and the keyboard for anything else. Fast, easy, and saves wear & tear on my keyboard.
The Win10 version and the Xbox One version is different.
Windows 10 has an application for the Xbox but this requires you to own the Xbox One, and the Minecraft: XboxOne Edition game yourself. The App allows you to play your Xbox One games on your PC and this is how you can play with PC/Console friends.
Information reguarding the Xbox App for Windows 10
"Stay connected to your Xbox friends. Anytime. Anywhere. From your Windows 10 phone or PC – know what they’re playing, their achievements, and see their game clips."
"Play Xbox One games in more places at home on a Windows 10 desktop, laptop or tablet."
You have to read it carefully- it never says you can play (virtually all games, including MC) in co-op. The Xbox app doesn't make cross-platform play possible.
KioriBug is right though in his post- the two versions are different, and that's why Win10 version can't play with the console version. No version of MC can play with another version.... except Win10 and PE.
Win10 (Minecraft: Windows 10 Beta Edition) cannot play with consoles, even through Live.
I've stated above what they "said", but apparently people keep misreading it. No one has ever said they've actually done it, but only that (they think) that "they say" you can do it. Heck, even the 360 and One can't play together! Nor can they play together (or with Win10) through Realms.
Everyone would love to have Xbox (consoles) and Win10 cross-play. However, until and unless the Xbox console and Win10 are exactly alike in features and world sizes (like Win10 and PE are) it's just not possible at this point in time. This is not to say it won't happen in the future. Hopefully it can. I don't think "features" are the big problem- I think the problem with the consoles is the "infinite world size" thing. My guess is that would take a major rewrite and 4J has more important things to do right now.
Remember, it's not up to Mojang to make Win10 compatible... it's up to 4J to make the console(s) compatible.
I have a simple solution to this whole "I'm sure MS says that Win10 and consoles can play together."
If you still think that's correct, try it yourself.
If it works, I'm sure Mojang and 4J would love to hear how you did it.