I agree with Ed. All of my calendar/contacts/OneDrive/OneNote/etc. just sync over the cloud between phone and PC. I am signed onto both via one Outlook.com email address. It is really more convenient as I don't have to wait and plug into USB to do this, it is continuous and near instantaneous.
To answer your direct question: Settings > email + accounts > tap the Microsoft Account entry > the server is listed in there and it is the same as your Outlook/Hotmail/Live if that is how you signed up for your Microsoft Account. Note that it is a server designated to handle mobile though and has a -m after the server number.
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