I'm a Linux user but I believe 7-zip in Windows will extract .xz files. From their site:
The main features of 7-Zip
High compression ratio in 7z format with LZMA and LZMA2 compression
Supported formats:
Packing / unpacking: 7z, XZ, BZIP2, GZIP, TAR, ZIP and WIM
Unpacking only: AR, ARJ, CAB...