You can use the following basic query setup to get the types of conversions, called Goals, being used by your Microsoft Advertising campaigns.
Example query in Google Sheets:
Warning! Many other metrics are not compatible with the Goal dimension so you won't be able to query them at the same time. However, you may be able to add another dimension to use as a key value, like campaign ID or Name, and pull a second query with the same key value that you can then join together with the key value.