By default, no modifications are written to XMP (either in the photo file, or in a sidecar file). You must instruct Lightroom to do so, either by selecting a photo(s) and then Metadata->Save Metadata to File, or turn on the option to automatically write the information.
However ... even if you do this, Windows Explorer will NOT show the edits. Non-Adobe software will NOT show the edits. WILL NOT.
Certain other Adobe applications can display the edits, such a Photoshop or Photoshop Elements or Bridge (if you have the proper versions of the software)
You would be wise to learn to browse your edited photos in Lightroom, rather than trying to browse these edited photos outside of Lightroom, as this won't work.
If you want your edits to be seen in other applications or by Windows Explorer, you must Export the photo.