Can I download games to my Xbox one?

Excuse me, I'm a bit confused about the capabilities of my Xbox One. I was wondering, is it possible to download games directly onto the console? I've heard some people mention doing so, but I'm not entirely sure how it works or if there are any limitations. Could you please clarify if this is something I can do and, if so, what the process entails? I'd appreciate any information you could provide.