I got mine working.
Make sure Windows 10 is fully up to date, I had one update (KB4586781), rebooted, and the controller appeared in Xbox Accessories and is working in Modern Warfare. This update was released today so perhaps this is a release day update that allows the controllers to work with Win10 PCs.
I think its the xbox accessories app got updated. Yesterday it only asks for xbox one controllers and today it asks for xbox series x/s/one controllers. MS waited until the launch day (11/10) to make it available. If it is so stringent about the date, how did many of us got our hands on the controller sooner then?