While the XO Three headset was originally designed to be used with an Xbox One console, it can also be used with a PC, under the correct circumstances.
If your computer has a single jack for both headset audio and mic audio, you will be able to plug the headset directly into that single jack and use the headset with your computer.
If your computer has separate jacks, one each for headset audio and mic audio, you will need a PC splitter cable for full functionality with that particular computer. Usually these separate jacks are identified either by color (Green/Pink), or by images of a mic/headset next to the individual jacks.
The PC Audio/Mic Splitter Cable is available for purchase here on the Webstore.