User setup for Multi-Factor Authentication in Office 365

Open a browser and go to portal.office.com
Enter your email address
Enter your current password
You will receive the following message:
Click Next to continue
In the Additional Security Validation window, select Mobile App and Use Verification Code.
Click Setup
Follow the instructions on Configure Mobile App to Install and Configure the Microsoft Authenticator App
Click Next
Enter the code provided by the Authenticator App on your phone into the field in Step 2 of the setup wizard on your computer.
In step 3, enter your cell phone number as an additional method of security validation.
If you are using Outlook, Apple Mail, or Microsoft Office on your computer, you will need to copy App Password provide in Step 4 and refer to this KB.
Login to portal.office.com again and you will be prompted to Update your password.
Once you have updated your password, the initial setup of Office 365 Multiple Factor Authentication is complete. To setup Outlook, Apple Mail, or Microsoft Office on your computer, you will need to copy App Password provide in Step 4 and refer to this KB.