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.
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.