Hi Andrew,
To give you an idea, not all Xbox games are playable in Windows 10. Regarding your concern, you can only play Xbox 360 games to Xbox One console as long as they are backwards compatible. Since this feature is only available to Xbox One, it is not applicable when trying to play Xbox 360 games for Windows 10. However, this is being requested by most of our valued Xbox customers and we're looking forward to have it in the upcoming updates in Windows 10. If you want to share your comments and suggestions like Xbox 360 games that you want to play on Windows 10, you may refer to this link.
Let us know if you need further assistance.