How to add a friend using his Xbox live gamertag on my PC?

As the subject states...Does anyone know the best way to be able to add a friend who plays on xbox series x, as we would like to do crossplay with eachother.

The issue is I only have a steam/ea account to play 2042 and he just has his Xbox live gamertag so we can't send requests to eachother.

Like when I search to add someone as a friend their is no option to search for an Xbox live gamertag, such as like COD Cold War has on my menu in the PC game.

Just wondering the easiest way to do this so we can send eschother invites and play in the same games. I know it's possible to send Xbox gamers requests because I can after games but that's only after I've played with them in a game. 

Thanks for any help....