Sign into Windows with your Microsoft account and the operating system immediately syncs settings and data to the company’s servers. That includes your browser history, favorites and the websites you currently have open as well as saved app, website and mobile hotspot passwords and Wi-Fi network names and passwords.
Source: Windows 10? Here are privacy issues you should consider
The updated terms also state that Microsoft will collect information “from you and your devices, including for example ‘app use data for apps that run on Windows’ and ‘data about the networks you connect to.’”