Microsoft have recently changed the method and wording of the MFA Setup - this document outlines the new process.
Firstly - on your smart phone (iOS/Apple, Android or Windows Phone) go to the relevant app store and search "Microsoft Authenticator".
The icon will appear as such (below). Download and install.
Then visit on your computer - https://aka.ms/mfasetup
You'll have to log in (unless already done so) using your Office 365 credentials.
You'll be presented with this page once logged in.
For most users, the option in the drop down shown will be Mobile App - it's the one that's just been downloaded.
If you don't have a smart phone or wish to use text or phone call as the second level of authentication, select authentication phone and enter the number in the box on the right. Then choose either a text or phone call.
If choosing text or call, once the above is set, click next.
If wishing to use the app (recommended) you'll have a similar choice - either receive a notification or a verification code.
Verification Code - the app shows a 6-digit number which will need to be entered on your computer screen when requested.
Notification - A notification will pop-up on your mobile to either approve or decline the login.
We suggest, notification - it's by far the easier of the two.
Once chosen, you'll be presented with a new screen, which features a QR code - as below.
As the screen says, now open the authenicator app on your phone and tap the vertical ellipses in the top right hand corner and select "Add a new account". Then when presented with a choice choose "word or school account".
Once you've tapped on "Work or School Account" the camera will load (the app may ask for permission!) and then point your phone's camera at the square QR code on the computer screen.
It'll then verify - it'll take a few seconds then you'll either get a notification on your phone, be requested to enter the 6-digit code, receive a text message or a call - depending on what you've chose.
Voilá - you've configured MFA for Office 365. When signing in the next time you'll be prompted to approve the login by whatever method chosen. The device will then be "trusted" for 14 days where you won't be asked again until it lapses.
A new device will ask for MFA again and not again for 14 days.