Michael wrote and produced also
Yes he does,
If you check the album covers from Bad to Invincible to see that MJ plays instruments. Before he joined the J5 as a singer, he played bongos. There's multiple pics of him playing drums as a youngster, and pics of him playing piano in later years.
Adrian Grant (Author) also says he is accomplished on piano and drums, and Latoya (MJ's sister) also said in her book that he can play some piano. In one of his depositions (Dangerous Crystal Cartier Case) I think he talks about playing a moog synthesizer too. Michael often did his own demos, or demos with his brothers on which he would have had to have been able to play at least a synthesizer or keyboard.
Mostly, though, Michael makes sounds with his mouth and instead of using a piano, he beat boxes and uses his voice to make noises to imitate every instrument.