Go to Office.com and login.
Go to the upper right corner and you'll see your initials. Click that icon.
Click "View My Account"
On the left you'll want to click "Security Info"
Click "Add Method" and you'll be given some options in a drop down. Choose your method most would be best to use the Authentication App. We have an article on how to download the Microsoft Authentication App.
Click add and then follow the on screen instructions and you'll be set for MFA (Multi-Factor Authentication).