At this time, console editions do not allow players to direct connect to IP addresses, which prevents console players from being able to join multiplayer servers. However, there are some community projects have helped bridge the gap between versions.
What community projects?
Phantom, a tool that allows some console players to connect to Bedrock and PocketMine-MP servers through the use of a proxy server. Community members have helped contribute to this project by testing and adding to it over the past year.
You can learn more about it here: https://github.com/jhead/phantom
This year, another Reddit user created an alternative method allowing players to connect to dedicated Bedrock servers through an app on their Android devices. We haven't tested this one so we can't guarantee its functionality or maturity, but you can see more info on it here:
We're sure that there may be other options out there, especially as more updates are released and as the community grows. If you have one to share, feel free to tell us about it!
What about Xbox One Edition?
We are positive that Phantom is supported.
What about Nintendo Switch Edition?
Unfortunately, the Nintendo Switch doesn't support LAN mode, therefore Phantom isn't supported at this time. We have confirmed this with testing.
What about PlayStation 4 Edition?
We do not have any direct tests at this time, however, we have several reports of successful use of Phantom on PS4 Edition.
Can you help me set up these projects and/or troubleshoot?
As these are community-made projects not all affiliated with AleForge, we may not be able to assist with troubleshooting. However, our team is still here to help where possible.
What about Java Edition?
Unfortunately, Java Edition is not cross-compatible. If you're playing on Java Edition, you can only play with other Java Edition players and/or on Java Edition servers.