Win32 is supported by the Windows Store, so you would just build your game for Windows like normal.
As for Xbox One, you have to get accepted into their developers program and then you can get access from Epic for the Xbox One version of UE4.
As for deploying to a regular Xbox One, that is not supported with UE4 because it requires Windows Universal Platform support, which is something that UE4 is not going to support unless they change some things about UWP and its policies.