Microsoft has announced that the Xbox Cloud Gaming is now available on the Xbox Windows app. It is similar to how it functions via web browser - all you need is a compatible controller connected via Bluetooth or USB to access Xbox games from a Windows 10 PC.
The updated Xbox app will have a new "cloud games" section with access to all of the same games available on xCloud via the web. Xbox Insiders in 22 countries (sorry, Malaysia's not included) will have access to the beta of the new Xbox app by signing up to the "Windows Gaming" preview in the Xbox Insider Hub app.
Microsoft has also added new features to help Xbox owners "get started, including easy-to-access information on controller and network status, social features to stay connected with friends, and the ability to invite people". Additionally, the new Xbox app can also stream games from a local Xbox.
If you're not part of the Insider program, you can still access xCloud here.