It is often helpful to know where the bounds of XYZ (also known as slippy map) tiles are. There are tools to generate those tile bounds (ie MapBox's mercantile). This plugin enables users to generate those bounds without leaving QGIS. After specifying which tile we want, we can add a polygon covering that tile:
This can be used to check whether the resulting polygon is at the correct location: it is. If you don't want to add a polygon, just visualise tile names using an XYZ layer, see this.