one game on two platforms

Only a handful of titles support Xbox PlayAnywhere

https://www.xbox.com/en-US/games/xbox-play-anywhere

Otherwise you must purchase the game on both platforms. Pay attention to whether the game supports crossplay when purchasing in non-Microsoft stores

You would need separate accounts to play together

Hi and thanks for reaching Microsoft Xbox gamer's community. My name is Josef.
I'm an Independent Advisor and a Microsoft Xbox user like you.

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As far as I know, if this game doesn't support crossplatform progress between Xbox and PC. Yes, you can play this game at the same time
But if it's an online game and you have your accounts connected to it probably you're going to receive an error

not same account at the same time

use a different account on pc, sign into the xbox app with your account that owns game, download the game, sign out of the xbox app and back in with the other account, then you can play the same game at the same time.

Only games that have been designed from the beginning to be cross-platform can be played on Games For Windows Live and Xbox Live at the same time. Only about one or two games have ever been cross platform in the whole of the Xbox LIVE/GFWL lifespan.

Because that was merging two different PC versions under one platform. You don’t get a game on store A when you buy it on store B