https://www.pcgamer.com/final-fantasy-15-on-pc-will-support-xbox-one-cross-play-for-online-co-op/

The Windows edition of Final Fantasy 15 will feature cross-platform co-op with Xbox One players, according to the Microsoft Store listing for the game. 

The game's Comrades DLC, which came out on consoles last year and will ship with the PC version, introduced online co-op to the game, with players working together to complete quests. So that's likely where the "Xbox Live cross-platform co-op" will come in (don't expect to run through the campaign with your friends on console or anything like that).