How can I have my friend join in locally?

On Xbox One, if you're starting a brand new save, one person will select a new save slot, then proceed to start the game. The second player can then press A, using a second controller, on the player join screen. Then they will select their own new save slot Then both players press A to confirm and proceed into the tutorial.

If you’ve got a save running already, simply press the A button on a second controller while in the city and this will allow another player to join in locally.