Can I pay for a realm and my friend can download his world into it?

I understand that what you want is to transfer a world from your friend's console to your console. I'm guessing your friend has a Realm. If you want to play multiplayer with your friends, but you want to control the world, then this world has to be reuploaded into your own Realm. Or you could start an LAN server and port forward it, instructions which can be found online.

Since you're both using Xbox and Bedrock, yes, you do need to use Realms to transfer the world from his device to yours. What you need to do is to log into your friend's Xbox live account - both your devices must be logged into the SAME Xbox Live account.

Then follow the following steps:

From the first device (your friend's), please do the following:

1. Select the pen icon next to your Realm from the Realms list
2. Select "Replace World" and confirm
3. Choose the world you would like to transfer
4. Wait for the upload and select "Let's go!"

Access Minecraft from the second device (your Xbox) and do the following:

1. Select the pen icon next to your Realm from the Realms list
2. Select "Download World"
3. Wait for the download and select "Let's go!"

I have not used an Xbox before, but I'm guessing that even if you do log out of your Xbox Live account, your local world files will remain. Now your world has been transferred.

With the world you now have, you can upload it into a Realm of your own or start a LAN server in order to play it with your friends.