What I don't get is that, can you download the game on the Windows 10 and play in Xbox or what?
You'll buy the game once, for either the Xbox or Win10 PC, and you'll be given a digital copy on the other device. So you buy it for the Xbox, and you get a PC copy free (or vice versa). The important thing is that your saves and achievements are saved to the cloud, so if you're playing your Xbox and your mom/dad/gf/bf/genderneutralcompanion/dog want to watch TV, you can switch to the PC and be right where you left off.
I feel like this is a good thing. Its Microsoft shifting the Xbox brand as a platform, not just a console. People say it dilutes the Xbox console but I don't think so. Quantum Break required a beast of a rig to run, and I assume Gears 4 and Forza H3 will be similar. If you don't have a PC gaming rig, it won't benefit you, BUT you will still have the game for any point in the future where you may want to play it.
I'm sure its all part of Microsoft's backwards and future compatibility campaign. They stated they want all your games to move console generations with you, so the next step is obviously platforms as well. You buy Gears of War 4 now, and get a PC version of it too. If you ever have to sell your Xbox, you still have the ability to play your games. If you are a PC gamer first and foremost, you'll get the Xbox copy of the game too, so if you ever decide to get an Xbox Two or Seven, because of backwards compatibility, your games from the PC will be available on the Xbox. Its a big problem with early adopters of systems that there are very few games at launch, and even less in your library. You buy a new console, and you have one or two games with it most likely. Play Anywhere, coupled with backwards and forward compatibility will guarantee that your library stays relevant - that even if you move from console gaming to PC (or vice versa) your games are with you, and you can still play with your friends (thanks to cross-platform play).
I feel like it really gives power back to the consumers as it doesn't cost a damn cent.
The only problem though? Windows 10 Store needs to better. PC gamers are fickle (no offence to any, but you know its true). They'll ***** and moan about a lack of features, modding ability, etc. If Microsoft can do right by their standard, I think this could be a very positive thing.