There are experiments incorporating it into the OS and build system, but they've barely begun. Some teams use it for internal tooling. To make Rust work in Windows there would need to be a lot of work put into incorporating it into the build system, as well as writing libraries for RPC, COM, and other Windows specific technology.
They use it for some Azure things, IIRC.
I'm aware of some Rust in the Azure IoT gateway, but that's more due to the desires of the specific team lead than to any organizational drive toward Rust. (he's the author of Actix, among other things)