For businesses with travelling users it is an important use case to provide a means of communicating with friends/family whilst away from home.
Today (March 2014) the Skype/Lync integration (V1) is limited to audio calling only and yes peer-to-peer audio calling works to Xbox One! both initiated from Lync and from the Xbox One.
During Lync Conference 2014 it was announced V2 integration will be released later in CY2014 and will introduce video calling.
During the Q&A in “Technical deep-dive into Lync-Skype Video” session by Carl Olivier and William Looney at Lync Conference 2014 it was asked whether video calling would work to the Xbox One and yes it will!