Once your admin enables your organization, and your account, for multi-factor authentication (MFA) you have to set up your user account to use it. This should only take a minute or so.
Tip: Want to know more about multi-factor authentication? See What is: Multifactor authentication.
By setting up MFA, you add an extra layer of security to your Microsoft 365 account sign-in. For example, you first enter your password and, when prompted, you also type a dynamically generated verification code provided by an authenticator app or sent to your phone.
Tip: For a faster, and more secure, experience we recommend using an authenticator app rather than SMS verification.
Note: Generally you'll only need the additional verification method the first time you sign into a new app or device, or after you've changed your password. You probably won't be asked for the additional verification code on a daily basis, unless your organization requires it.
If you have applications that don't support multi-factor verification, you must set up an app password.