[bumblebee]

I just tried it, SP4, AMIDuOS, MS pro, pen. It works for annotations. Check your finger works in MS with highlighting, pen, eraser tool first. Then I used the pen to tap and do the same. I have not touched any MS settings (they are at default).

I presume your pen works as it should. I have not set up any of the pen settings (there is a confusing number of them scattered all about unfortunately) so if you have not changed anything there, it should work.
If you need to check your pen sensitivity, it is hidden in All Apps>Surface. (If you run a search related to Pen, it does not seem to list this.) However I assume your pen works in all normal respects in the Windows environment.