There are two different types of crosshair overlay: "Simple Overlay Mode" and "Game Bar Mode"

This is a mode that allows you to crosshair with a keyboard shortcut on a game that is NOT set to full screen. That is, with this mode, you will be able to aim only by placing "Windowed" or "Windowed/borerless Fullscreen" in the game.

This is a mode that will allow you to aim in any screen mode, for this you need:

1 - Install the Crosshair X Game Bar Extension
You can download that in Microsoft Store
Link To Install[www.microsoft.com]

2 - Open Xbox Game Bar
Press " Win + G "

3 - Launch and pin the widget

Video tutorial from the developers of Crosshair X
https://youtu.be/PXzVPl-EUHY

On the left side of the app there is a tab "Crosshairs" or you can make your own in "Designer"

Press "Help" in the app.
Here you can find information to solve your problem