This depends on where the game was purchased:
STEAM
Steam players are not required to have an Xbox account or sign into an Xbox account in-game.
- If you'd like to keep rewards unlocked during an event, it is required to sign into Xbox Live. In those cases, it's easy (and free!) to set up an account.
Create an Xbox account
MICROSFOT STORE & XBOX
Players will already have the Xbox account used to purchase the game and all event rewards will be saved.