There's a pretty good overview of the research areas here: https://www.microsoft.com/en-us/research/
There's also a Microsoft Research podcast with interviews here: https://www.microsoft.com/en-us/research/blog/category/podca...
A lot of stuff you'd expect like AI, ML, HCI, cloud computing, security, but also stuff like acoustics, social media impacts of computing, biology and medicine, etc.