Actually the webserver name is TKxxxxxxxx or something similar (MS has a really mangled machine naming convention that you don't really want to know about) The DNS entry is totally unconnected to the physical server name. DNS entry is a map of a name to an IP address.
So I could register in the DNS foo.microsoft.com and bar.microsoft.com and point both of them at the same IP for example. Why would I do this? Well I could host two different websites on the same machine then use host headers to differentiate between the requests.
In this case the support.microsoft.com's DNS record points to a virtual IP address in Akamai edge-network. This maps your request to one of Akamai's servers nearest you.