Make sure you and your friend are using the same edition of Minecraft
Sign in to your Microsoft account on Minecraft
Add your friend as a Microsoft/Xbox friend
Open Minecraft and go to Play
Select the Friends tab
Join your friend’s world if it appears
Have your friend invite you to their game
Accept the invite from the Friends or Invitations menu
For Minecraft Java Edition, add your friend to your server or Realm
For Minecraft Bedrock Edition, use a Realm, server, or invite through Xbox friends
Make sure multiplayer is enabled in world settings
Make sure both players are online and connected to the internet