I have compiled links that document Windows network connections to Microsoft, and Microsoft privacy statements:
Using Windows 7 and Windows Server 2008 R2: Controlling Communication with the Internet
Manage Privacy in Windows (for Windows 8 and 8.1)
Windows 8.1 and Windows Server 2012 R2 privacy statement
Manage connections from Windows operating system components to Microsoft services (for Windows 10 and Windows Server 2016)
Internet Explorer 11 privacy statement for Windows 7
Internet Explorer 11 privacy statement for Windows 8.1
Other Microsoft privacy statements: Google search: intitle:”privacy statement” site:microsoft.com