how do i connect xbox controller to pc without losing anything?

if bluetooth keeps dropping or lagging, grab the Xbox Accessories app from the Microsoft Store and update the pad's firmware over usb. older firmware is the usual cause of the disconnects, and it's a two minute job.

Three routes and they aren't equal. A usb cable is the dull one that always works and charges the pad while you play. For bluetooth, press the Xbox button to wake it, then hold the small pair button on the top edge until the logo flashes quickly, and add it from Bluetooth settings on the PC. Third is Microsoft's own Xbox wireless adapter, which is what you want if you're running more than one pad. The bit that catches people out: bluetooth carries one controller only, and it won't pass headset audio through the jack on the pad. The older 360 pads and the pre-2016 One controllers have no bluetooth radio in them at all, so those are cable or adapter, nothing else.