Usually you would just hit pause and on the side you can invite people. But that's not the case right now. Could it haft to do with I don't have Wi-Fi? I'm playing on use data mode. I can join other worlds I just can't invite players to mine.
What you have to do is be friends with the person who hosts the world via Xbox Live. The only other way is to just be within the same internet connection with that person. You can also just use Minecraft Realms.