Well, i am not familiar with how to flash on (your specific config/install of) windows, but it sounds like your device has booted into android and you could use ADB via usb with set up windows drivers from the state you describe?

To unlock you need to use Fastboot, a simple common flash tool for all phones. I compiled a windows version of ADB+Fastboot from googles sources and packaged here.
You would need to boot the xa2 into fastboot mode so the fastboot command on your pc can connect to it.
1. Power off
2. plug in usb to pc
3. hold volume down on the phone
4. plug in usb c (from pc or power source)

Entering fastboot mode should also work without cable, simply by holding volume down during off state and then press power button with vol down held until fastboot menu appears.

If connected to pc, you can check with issued in your windows console/cmd from same folder than the fastboot executables are located (extracted from linked zip).

If you have a working ADB driver on your win pc, you could also activate ADB on the phone in developer settings (hidden behind 7x buildnumber tabbing). Then command should reboot into fastboot mode without the vol down trick.

But you should look into how to backup your TA partition before unlock/flash if you plan to reinstall android anytime.

To actually unlock a modern sony with fastboot, you will need an unlock key like described here.