Play anywhere works for the digital copy of ark. If you want to play with someone on the same Server while one is on Xbox and one on pc, you'll have to own the xbox/Microsoft digital copy on two different gamer tags.
Steam is unrelated to play anywhere.
Having tried the Microsoft win 10 version of ark and the steam version, steam is better. Steam looks better and is updated quicker. Custom servers and mods are endless.
Hope that helps