You would need to record several thousand frames per second to produce something other than a blur when looking at a record producing audio in real-time. Human hearing extends up above 20 KHz and vinyl records are designed to handle this. Recording a normal object at tens of thousands of frames per second would require a very expensive camera and intense lighting. Doing this through an optical microscope would be substantially more difficult, and a current world class electron microscope would probably be incapable of such frame rates.
The scale of a vinyl record groove and needle suggests that a good optical microscope would be sufficient. However, this appears to be a case of a fun project chosen to test out a tool, rather than a tool chosen specifically for the project.