Heyo xavierlitersky
First of all. I'd probably not try to use the NW-800 as as microphone with your Xbox. It's a condenser microphone and does need 48v phantom power. I know it comes with the XLR to 3.5mm cable, however unless you're planning to have the mic right next to your lips, no sound i going to get through it.
But if you decide to try and make it work, I'd probably acquire an USB audio interface to connect full 48v phantom power to the mic and USB to the Xbox. I don't know if this is going to work since I've never tried it. So if that's what you're going to try, please find a person who actually has an alright audio interface with phantom power before going out and buying a brand new one. They're not super cheap after all ^^...