Step 1

Open a browser on your computer and go to myaccount.microsoft.com Sign in to your Office 365\School email account.

Step 2

Go to Security Info in the menu on the left side

In the list you  will see any authentication methods that you currently have (in this case none).  You can now add authentication methods, or if you already have methods you can mange them.

Step 3

Click on + Add sign-in Method  and pick which method you would like to add 

As we are going to use the Microsoft Authenticator App (if you have not installed this please go to Download Microsoft Authenticator) pick Authenticator app and click Add

Step 4

Then following the the instructions that you are given on screen 

Step 5

Once you have added this factor you can then add a backup method i.e. a office phone etc. 

In this example I have both the Microsoft Authenticator and my office phone with the default being Microsoft Authenticator. You can also come back to this if you change\lose your phone or you wish to change your MFA methods