It will now prompt you to download the app to your mobile device if you haven't already
Make sure the Microsoft Authenticator app is installed on your device click "Next"
Open the Microsoft Authenticator App and scan the QR code.
Once scanned, you will need to enter the number on the screen into the Authenticator app on your phone
If successful, you will see the following screen.
Now make sure Microsoft Authenticator is set as the default method. Click the "Change" link on the default sign-in method line
Set to: "App Based Authentication - Notification" and click Confirm
Note: The selectable options may differ than what's displayed here based on the MFA methods you have configured. If App Based Authentication - Notification is not listed then select another option based on your preference.