Yes i can confirm its Microsoft Azure, just answered the call from that number. They are calling, as i have just signed up with an AZURE Account. Trying to sell me more features, support Etc...
Does the phone number belong to Microsoft Azure? Maybe. Is the caller who they say they are? Maybe not. Because of caller ID spoofing (faking) you cannot assume the caller is who they say they are on a call you did not make. Never give out personal/financial information on an incoming call. Look the number up. Verify it.