Windows now handles app permissions much like your phone does, so you can see exactly what each program is allowed to do on your system. It's worth reviewing these permissions every so often from a privacy as well as a security perspective.
From Windows Settings, click on 'Privacy'. You can see the broad permissions granted to applications and websites under the General tab, then get into more specific permissions by working your way down the list of options on the left.
Obviously nothing on your system should be accessing the camera and the microphone without good reason (to enable video calls, usually). Location is another permission to keep a close eye on. For each permission, you can turn access off completely for all apps, or allow permission on an app-by-app basis using the toggle switches.