This article explains how to connect wireless headphones to an Xbox One.
How to Connect Bluetooth Headphones to Xbox One!
Unfortunately, none of the Xbox One versions (including the S and X models) support Bluetooth. As a result, only headsets that use Microsoft’s wireless protocol will be able to connect to the console.
Depending on the model of headset you purchase, you'll either use the included wireless receiver that plugs into a USB port on the hardware, or connect directly to it, similar to how you sync an Xbox One controller.
If your headset came with a USB adapter, follow these steps: