Github Copilot lets you use Anthropic models. This is just a way for enterprises to fold this into their existing Microsoft contract instead of negotiating with a new vendor.
Github Copilot is a different product than the Windows / Office one. Horrible naming I know but it's basically just a UI and router to pick whatever model you want.
No, I know what it is. But it's not as good as Claude Code or Codex. Harnesses matter for coding agents, it's not just the model. There's a reason Microsoft had to make its developers stop using Claude Code, and it's because they all found that Copilot sucked in comparison.