As it is aligned along coordinate axes, the d_(x^2-y^2) usually forms sigma bonds in preference to pi bonds, seeing as how ligands bond along the coordinate axes as the internuclear axes.
An example is in square planar transition metal complexes...
...or in octahedral transition metal complexes:
One "exception" (among others) is trigonal bipyramidal transition metal complexes, where the d_(x^2-y^2) does not quite provide a direct sigma interaction. In that case, it only is a partially direct overlap and not an ideal sigma bond.
The d_(x^2-y^2) orbitals would lie along the coordinate axes defined by ligand "2" and the wedge bond, whereas the ligands would lie on the corners of the dashed triangle.
[See this answer for further detail on the d_(x^2-y^2) orbital.](https://socratic.org/questions/what-is-the-significance-of-3dxsqaure-ysquare-in-the-d-subshell)
On the other hand, the d_(xy), d_(xz), and d_(yz) tend to form pi bonds, and rarely delta bonds.
One note here is that usually the internuclear axis is the z axis, but with some exceptions.
The above diagram for octahedral complexes uses the convention that in polyatomic compounds, the bby axis is the internuclear axis in the coordinates of the outer (non-central) atoms.