Students and staff must use Duo for multi-factor authentication. Non-students must use Microsoft MFA. This tutorial will walk your through the process.
The next time you login to Microsoft 365, you will see the following:

Select Next.

You can use the Microsoft MFA app, Google Authenticator or SMS to a phone.
To set up Microsoft MFA, select Next.
If you want to use another app like Google Authenticator, select I want to use a different authenticator app.
If you want to use SMS or a phone call, select I want to set up a different method.
Microsoft MFA
Download the app to your mobile device.

Select Next.

Follow the steps to scan the QR code and select Next.

Approve the notification on your device and select Next.

Select Next and then Done.
Google Authenticator

Select Next

Scan the QR code with your app and select Next.

Enter the code from the app and select Next, then Done.
SMS and Call

Select Confirm.

Select the notification type, enter the phone number and select Next.

Enter the code and select Next.

Select Next then Done.