A Microsoft Account (which you can create by going to login.live.com and following the instructions) effectively connects all of your devices by syncing settings, apps, bookmarks, and other information between them.
Almost all of Microsoft's major applications – Edge, Office, OneDrive, and so on – rely on the main Microsoft account to access cloud data.
If you're wondering how to configure and link the OS across all of your devices, it's simple: use the same Microsoft Account on all of them. Then there will be a set of options in each device's Settings for what gets shared and how it gets shared.
This can be found under Settings > Accounts > Sync your settings on your Windows 10 PC; first, turn on Sync Settings, and then adjust what's shared as needed.