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Follow the onscreen instructions. This is best done from a browser on a computer/Chromebook/tablet with your phone beside you to be used as the authentication method. Signing on to an MFA protected service while trying to set up MFA on the same device is challenging so it is best if you are using the mobile device only as the MFA device during setup.
You will need a mobile device of some sort and as part of the process you will be prompted to download the appropriate app. I recommend the ‘Microsoft Authenticator App'. There are other apps that can be used instead if that is your preference though. You must complete the process once started, so make sure you have 5-10 minutes with limited distractions before starting.
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