This happens in both situations, when trying to join to another device and vice versa. I can play LAN withing Minecraft Pocket Edition and Minecraft Windows Edition, but when trying this on Xbox the LAN World does not appear on the Worlds Menu and neither the World created on Xbox appear in the other devices when playing.
This happens in both situations, when trying to join to another device and vice versa. I can play LAN withing Minecraft Pocket Edition and Minecraft Windows Edition, but when trying this on Xbox the LAN World does not appear on the Worlds Menu and neither the World created on Xbox appear in the other devices when playing.