One of the issues with Microsoft's Windows Stores games is that they required an Internet connection, without this the game DRM doesn't allow you to play the game. Microsoft listened to the feedback and cooked up a new scheme that will allow you to play games when you don't have access to the Internet, but it's a rather cumbersome process that comes with a number of restrictions.
First up, the "feature" is not available for every game and you need to prepare your games for offline use before you go offline. You need to designate your device for offline gaming, this is possible on just one device, and you can change this setting maximum three times per year. Furthermore, the latest save game needs to be uploaded to Xbox Live, a process that can take "a couple of minutes".
Here's a copy & paste of some of the instructions Microsoft provides on its website:
Prepare your device
If you have multiple Windows 10 devices, you’ll need to make sure that the device you intend to use offline is set as the designated offline device. You can only have one device as your designated offline device.
To set your device as your designated offline device:
Make sure that you’re online.
Check that your device has the latest Windows updates: Go to Start > Settings > Update & security > Windows Update and see if any relevant updates are available.
Open the Store. You’ll be prompted to sign in if you haven’t already.
Select the Me icon (this is your profile picture).
Select Settings, and then under Offline Permissions, make sure that the toggle is set to On.
Once you set this, any devices previously designated as offline will be toggled to Off, and you’ll no longer be able to play games offline on those devices.
Prepare your game or games
Once your device is set up, you’ll need to launch each game you want to play offline while signed in to Xbox Live. You only need to do this once per game, and you’ll need to do this even if you’ve already launched the game on your device.
Make sure that you’re online, and that your device is set as your designated offline device. (See the steps above for details on how to do this.)
Launch the game you want to play offline. When prompted, sign in to Xbox Live with your account.
Once you’ve started playing the game, you can exit at any time.
Repeat this process for each game you want to play offline. Once completed, you can go offline at any time and launch those games whenever you want to play them, without needing to sign in online each time.
The full instructions on how to enable offline gameplay can be read at this Support page. If you ask me, this whole process is ridiculous and it's a shame offline gaming has become a feature that needs to be activated via a long process that comes with various restrictions.