I usually use some IMEs downloaded by myself instead of using Microsoft's, such as Quick(速成). But if u r not so familiar with Chinese characters, u can use pinyin instead, like SogouInput, which u can also use to type Cantonese.
And yea, having a background of Mandarin is really good for u to learn Cantonese, especially in grammar learning. But on the other hand, it also has some bad influence on your pronunciation, since mandarin only have 4 tones but cantonese have 9, people speaking mandarin usually find it difficult to pronunce the additional ones.