When you link your Xbox and Epic account it lets you cross-play with games like Fortnite.
First, what you want to do is go to the Epic Games website. Once there, you then can log in and go to your account settings in the upper right-hand corner of the screen.
Once you have logged into your account, you will see some options on the right hand side. Select the one named “Connections”. Here you will see 2 tabs. Select the one that says accounts. This is where you will connect the 2 accounts. You will see the Xbox logo with a BLUE button below it that says connect.
Now you just login to your Xbox account after clicking the blue connect button. After you have done all of this you will see your Xbox Gamertag underneath the Xbox logo. You have now linked your Xbox and Epic games account.
If you prefer a video tutorial watch the one below: