Set up multi-factor authentication for a user:
Sign in to Azure portal as an Administrator
Go to Azure Active Directory then users
Select multi-factor authentication tab
Enable “multi-factor auth status” for the desired user
More informations can be found here: https://docs.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-userstates
Set up your account on Microsoft Authenticator:
Download and install the app on your phone: https://www.microsoft.com/en-us/account/authenticator
Go to additional security verification.https://aka.ms/mfasetup
Select mobile app, choose your desired method and set up
More informations can be found here: https://docs.microsoft.com/en-us/azure/active-directory/user-help/user-help-auth-app-add-work-school-account