Hello, Any kind of heating process will affect certain vitamins. Vitamin C is one of the heat sensitive vitamins, which is why raw peppers are better for you than cooked peppers.
Magpizoe is correct. Microwaving isn't any more detrimental to vitamins and other nutrients than conventional cooking. In fact, it's often better in terms of nutrient retention depending on what kind of 'conventional' cooking you do. It's better than boiling, for example.