Initially follow the steps as presented. Screen shots are provided but there is little room for variance.,
Once you have reached this stage, MFA is turned on, but your only method is to use a cell number.SMS is an ok backup method, BUT you should add a better primary method. I recommend using the google Authenticator app. Scroll down until you find it and select ‘set up’
Select witch platform your device is, click next, and follow the onscreen prompts.
You should see this screen once successful, it indicates that the app is your primary, with an SMS message being your secondary. You can set up other methods as well if you would like.
Save your settings to finish the setup of Microsoft MFA. You must then go through the rest of the Multi-factor Authentication Form and submit yes to all questions before MFA is actually enforced on your account and you can test to ensure all is functioning as you would expect.