To work for a company means you are compensated by that company to do a job, to be emplyed by that company. To work with means you are working in association with the company, usually on equal footing, not necessarily employed by that company.

"I work for" sounds like you have a boss at Microsoft, whereas "I work with" sounds as if you work alongside people at Microsoft, but do not report to anyone. "I work with" can mean the same thing as "I work for" but it can be slightly ambiguous.

Work on should be used when talking about what you have done to achieve something. Work at should be used when referencing a building or place. Work with should be used when talking about somebody you’ve worked alongside.