Whether you downloaded the game through the Microsoft Store or Steam, you will be able to create and play multiplayer matches with each other regardless of your platform. All you need to do is create a multiplayer lobby for it to show up in the universal game lobby.

If, for some reason, you cannot see your friends’ lobbies, be sure of the following:

🛠 That you are all on the same game build. 
If an update was released recently, you will need to be on the same game build to play with your friends.

🛠 Make sure you have both enabled crossplay. 
In your game options, select the Game tab and make sure that the Enable Crossplay box is checked for both players.

🛠 Make sure your local or campus firewall is not blocking connections. 
Make sure the game is whitelisted so it doesn’t get blocked in the matchmaking lobby.

Depending on your firewall software, you can search for how to add a game to your whitelist or as an exception. Here is how you can whitelist a game when using the base Windows firewall:

WINDOWS 10

1. Press the Windows key and type Firewall.
2. Click on the Firewall & network protection setting.
3. Click the Allow an app through firewall link at the bottom of the window. The Allowed App window will pop up.
4. Click the Change settings button to add a new app to the list.
5. Check the boxes next to the apps or programs you want to allow through the Windows firewall. For each app, be sure to check the boxes next to the type of network that you’re using—i.e. whether you are on a public or private network.
6. Click OK to save your new settings.