If you want the "Home" version of Windows, you'll get ads and crap, but the cost will be free/low. If you don't want the ads and need a more professional setup, then you can pay for Windows "Pro" version. They also have server versions that cost a lot more, so yes, Microsoft can and does make money from their OS. No, it's probably not as much as they make from Azure now, but in the past it made them a lot of money. It's estimated Windows brings in ~$20 billion for Microsoft, which is nothing to balk at. Azure brings in ~$75 billion. $20 billion isn't "small beans" in this equation, it's substantial.