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The potential use of multimodal interactions in industrial applications has been recognized as a significant factor in enhancing humans\u2019 ability to perform tasks and make informed decisions. To offer a comprehensive analysis of the current advancements in industrial XR, this review presents a structured tutorial that provides answers to the following research questions: (R.Q.1) What are the similarities and differences between XR technologies, including augmented reality (AR), mixed reality (MR), Augmented Virtuality (AV), and virtual reality (VR) under Industry 4.0 consideration? (R.Q.2) What types of visual displays and hardware devices are needed to present XR for Industry 4.0? (R.Q.3) How did the multimodal interaction in XR perceive and relate to Industry 4.0? (R.Q.4) How have modern adaptations of XR technologies dealt with the theme of Industry 4.0? (R.Q.5) How can XR technologies in Industry 4.0 develop their services and usages to be more solution-inclusive? This review showcases various instances that demonstrate XR\u2019s potential to transform how humans interact with the physical world in Industry 4.0. 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