As announced previously, the free game is an Xbox Play Anywhere title. This means that when you download it on one platform, you also have access to it–and associated saves and progress–on the other.
You can grab the 1.4 GB Fallout Shelter for Xbox One and PC here. As with its previously released versions, Fallout Shelter for Xbox One and Windows 10 features microtransactions.
There is no word yet about a PlayStation 4 version of Fallout Shelter. Microsoft had a co-marketing deal with Bethesda for Fallout 4, so it’s possible this was extended in some way to Fallout Shelter.