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Microsoft was one of the first companies to implement Unicode in their products. Windows NT was the first operating system that used "wide characters" in system calls. Using the (now obsolete) UCS-2 encoding scheme at first, it was upgraded to the variable-width encoding UTF-16 starting with Windows 2000, allowing a representation of additional planes with surrogate pairs. However Microsoft did not support UTF-8 in its API until May 2019.
Before 2019, Microsoft emphasized UTF-16 (i.e. -W API), but has since recommended to use UTF-8 (at least in some cases),[1] on Windows and Xbox (and in other of its products), even states "UTF-8 is the universal code page for internationalization [and] UTF-16 [... is] a unique burden that Windows places on code that targets multiple platforms. [..] Windows [is] moving forward to support UTF-8 to remove this unique burden [resulting] in fewer internationalization issues in apps and games".[2]
A large amount of Microsoft documentation uses the word "Unicode" to refer explicitly to the UTF-16 encoding. Anything else, including UTF-8, is not "Unicode" in Microsoft's outdated language (while UTF-8 and UTF-16 are both Unicode according to the Unicode Standard, or encodings/"transformation formats" thereof).