Extended Events, CPU_TIME
The sys.dm_xe_object_columns DMV shows metadata for each of the columns available for each event. Included is a "description" column, which is useful in answering your question.

select 
    name
    , object_name
    , type_name
    , description 
from
    sys.dm_xe_object_columns
where
    name = 'cpu_time' -- any XE column name here


This will show you all of the extended event objects that have a cpu_time column, and the description will tell you what unit of measure the column uses.

You can see here that units may vary depending on the object. For example:


sql_statement_completed: Indicates the CPU time (in microseconds) that is consumed by the statement.
sql_batch_completed: The CPU time (in milliseconds) used by the batch.