Microsoft Store (formerly Windows Store) is a PC digital distribution platform for Windows.
Alongside general use apps, the Microsoft Store sells both Microsoft games (including Xbox exclusives) and third party games. All apps (including games) sold on the Microsoft Store are Universal Windows Platform (UWP) apps.
All games featuring Xbox Live (features include achievements, leaderboards, etc.) are now sold on the Microsoft Store. Xbox Live replaces Microsoft's previous PC games service, Games for Windows - Live.
Not all games sold on the Microsoft Store are integrated with Xbox Live.
Xbox Play Anywhere
Microsoft Store is the distributor for Xbox Play Anywhere titles - a collection of games (including Xbox exclusives) that can be played on both Xbox One and Windows 10 with a single digital purchase. These games also feature unified game saves, game add-ons and Xbox Live achievements across both platforms.