It’s also good to know some shortcuts when you’re using the Microsoft IME Japanese keyboard too as switching between keyboards using the tray icon is a pain.
Alt+Shift switches between keyboards you have installed quickly.
Alt+~(tilde) switches between QWERTY (or whatever your local setup is) input and Japanese within the Japanese keyboard.
Alt+Caps-Lock katakana input.
Ctrl+Caps-Lock hiragana input.
Also, when you type a word in kana, you can press space to have it bring up a list of possible kanji for you to choose from. Likewise, if you just want to have the kana, press return. Eg. hito+space = 人, hito+return = ひと.