If your administrator has turned on multi-factor authentication (MFA) for your Microsoft 365 product here is the list of steps to follow to setup your MFA from a user perspective, this is typically a one time setup process:

This guide is based on using the SMS/Text, if you prefer to use the Microsoft authenticator phone app (which is better in my opinion) see here for the instructions for that method:

You will need to have your mobile phone with you when you start this process.

1. logon to Microsoft 365 webmail via office.com using your existing account username and password.

2. After you successfully log on, a pop-up will appear asking for more information. Click next.

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3. Chose the "Authentication phone" method
4. Chose your country and enter your mobile phone number
5. Click "send me a code by text message"
6. Click next


8. Check your phone for a text message, enter the code and click verify.


9. Typicly you can ignore the app password, just click done

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10 That should be the final step. You will only need the multi factor authentication when you setup a new device or periodically if the administrator requires a re-verification.

Note that you can go to https://aka.ms/mysecurityinfo to manage your settings including and addition phone if for example you would like you office admin to be able to authenticate you if you lose your phone: