Windows Anniversary update, made quite a few changes that prevents you from turning off certain features, such as cortana or removing apps through official means. Some apps like the xbox app microsoft deemed it as an important app to the system thus preventing official means to remove it.
If you go into the start menu, you can right click it and click uninstall, conversely you can right the start button, go to settings, then apps and features and uninstall it from there.
Now if you are insistent on removing these apps. They are kept in C:\windows\SystemApps So you could find the folder it is kept in and just remove the folder or the safer option is to rename it and add a character such as the underscore _ to the end of the name.
Just to add, if you remove a folder or rename it inside the systemapps folder, this is technically not uninstalling it, rather just forcefully removing it, if you deleted the folder which could leave other stuff installed still like registry keys and other files elsewhere that it uses but not located in the systemapps folder, or forcing it to not run if you renamed the folder.
As Ryakna said in the comments below, using either two of these options can cause problems later down the road, however from my experience I have yet to run into any issues, including updating. But its still recommended to uninstall by official means, either by using powershell if you are familiar with it or through the programs and features option or menu option. The SystemApps folder should not be renamed or deleted, as if you do this, you will most likely encounter problems than if you were to rename or remove a folder inside the systemapps folder.