To be able to unlock your Xperia XZ, prepare it by following these steps:

Go into Settings > About phone and tap seven times on Build number to enable developer options.
From Settings, go into Developer options and enable OEM unlocking.

Warning: Device protection features will not work on this device while this setting is turned on. Please note! It will only be possible to unlock the boot loader for certain releases. You can check if it is possible to unlock the boot loader of your device in the service menu by following the steps below:

In your device, open the dialer and enter *#*#7378423#*#* to access the service menu.
Tap Service info > Configuration > Rooting Status. If Bootloader unlock allowed says Yes, then you can continue with the next step. If it says No, or if the status is missing, your device cannot be unlocked.