I did a research on the subject and I couldn't find anything. Nevertheless, I do remember that my friend who used to work at Microsoft told me that they used MS Project to manage their projects, which means that most likely they're using waterfall as their PM methodology.
This makes sense. Microsoft is a very traditional company and they use traditional (tested and proven) methods to manage their projects.
Please note that this is not a definitive answer, I'm only passing on the information I got from my friend about this topic. Maybe those who work at Microsoft might be interested in contributing to this question.