I have made an application in XNA that I want to sell on Windows Store. When it comes to uploading in the Windows Store dashboard it says files need to be in the format xap, .appx, .appxbundle or .appxupload but I can't figure out how to create these files. The best information I could find is https://msdn.microsoft.com/en-us/library/hh454036.aspx but I don't have "Store" in my Project menu. I am using Visual Studio 2015 and XNA 4.0.5
XNA games aren't directly support in the Windows Store. The "appx" file types are generated when building a Windows Store app (it's one of the project options when you are creating a new project). As "rlam12" mentioned in his comment, there is a Win32 wrapper being worked on that can take a regular .exe and convert it into a Windows Store app. However, this won't be out for some time.
If you want to avoid re-writing your game from scratch into C++/DirectX, you could look into using MonoGame and then build a Windows Store MonoGame project. MonoGame is basically the open source version of XNA from when it stopped development back several years ago. I haven't used MonoGame is a long time, but it should hopefully not be a difficult transition. Here's a link to a short tutorial on how to get started with MonoGame and Windows 10 Store App development: