Check with your Realtor. And what does your contract say?
I'm not a lawyer, so what follows is not legal advice. For that, you need a lawyer.
Window coverings tend to be sticky issues, often debated in situations like yours.
Did your contract specify that the dog pen, tree house, microwave, curtains and rods, and windmill stay? Or did they specify that the sellers could remove them? That's the first thing to consider.
It could be argued that the dog pen and tree house are fixtures, and should stay (unless the contract specifies otherwise.)
As far as the microwave, I've seen that happen with appliances. The contract specifies that the house comes with a refrigerator, or stove, or (in your case) a microwave. It doesn't specify an exact refrigerator (make, model, serial number). It just says refrigerator. So I've heard of people replacing their nice, new, expensive refrigerator with a lower-quality used refrigerator.
Just because the items were physically there when the contract was signed doesn't mean much if anything. What matters is (1) how your local area defines fixtures, and what stays and what goes (in some areas, typically appliances convey; in other areas, they don't); and (2) what your contract says about what stays.
Again, check with your Realtor.
Hope that helps.
P.S. Taking the dog pen and tree house? Haven't heard of that before.