Is it different in other countries? Who checks that local pizzeria uses genuine Windows?

Windows? No one unless disgruntled ex-employees blow a whistle. Other stuff like pirated pay-tv streams though? These absolutely have agents on the streets scouting out bars and pubs to check if they're paying customers and if they are actually using an (expensive) commercial license or if they are mis-using a residential one.

Microsoft.

No, they are not. Laws are about the same.

It’s all about enforcement though. In North America you can’t walk into walmart and buy a pirated AAA game title with keygen and mods preinstalled on the disk