Unless you have a pre-paid support contract or you have raised a support ticket with Microsoft, no one from Microsoft will telephone you regarding problems with your PC.
All these scammers are trying to do is gain access to your PC so that they can steal your personal data, this being bank details etc.
As you have allowed them access to your PC you really need to re-install your operating system. Make sure you change all your passwords, especially anything to do with online banking, etc. If you do use online banking you might also notify your bank to inform them that your PC has been compromised.