Xbox One Controllers need a Wireless Adapter which can be bought online for about $20-$50.

Xbox Series S/X Controllers:
Go to Settings in the Start Window go to Bluetooth and Other Devices Settings, click 'Add Bluetooth or other Device' then click 'Bluetooth'.
On your Series S/X controller hold the Pair button located at the back of your controller and wait for your Xbox Controller to show up on your screen.

Might do PlayStation Controller Tutorial if people really want it.