You need a way to access private servers on xbox it's possible use roblox skillful as a example

[robust river]

When you join roblox skillful it gives you a tab up on the top of the screen when you click it you get a private server tab where you can generate your private code and then put it into the thing below it which says input code and when you input the code you join the private server you can also simply input the code so you can join a friend's server

[chilly nexus]

Just join a ps on ur phone

[robust river]

It's way to much of a inconvenience