First of all, it is best to follow the MVVM pattern in WPF projects. I follow him, you will not have code at all. Thus, there will be only one place for documentation.
But I understand that this is not always the case. Therefore, my general advice is to keep the documentation as close as possible to the logic that it documents as much as possible. And put it where the person who is going to read it expects him to see it. If this is a general description of a class that is likely to be covered in intellisense, then put it in a code class. if this is a user interface description then insert the XAML file.