Play Anywhere Games

You didn't say that in your original post, but you need to have bought Forza Horizon digitally. If you bought the disc version, it won't work, as the Licenses for the games will only be on the disc, not on your Microsoft Account as a digital download license.

If you did that, make sure your Windows 10 installation is up to date (press Windowskey + R, then type "winver" and press OK. Your Windows 10 version should be at least 1903, or even better 1909. If it isn't, manually run Windows Update).

Then open up the Windows 10 Store. Make sure you are really signed in with your console account that bought the games digitally. Click the ellipsis menu (the three dots in the upper right corner next to your account picture), and choose the library from
the menu.

If you bought the Horizon games digitally with the account you're signed in, the games should show up there.

HI,

The only people that can make it a 'Play Annywhere' title are the developers it's not Microsoft's decision to make.

Just search in the Windows Store for the games. As long as you are logged into it with the same Microsoft account it will know. You can download from there.

Does this work if you didnt purchase the game yet have it in your library?

....and download the xbox app for pc

Just like to point out that the Xbox app for PC is not required for Play Anywhere titles. All of those games can be downloaded from the Windows Store.