If you use this option, you will have to provide a 6-digits code to access your account. This 6-digits have a life-span of 30 seconds.
Setup
First, install an authenticator app. It can be Google Authenticator, Microsoft Authenticator or anything else that is able to generate this code. For example those one: Authenticator for android (by Microsoft) - Authenticator for Apple (by Microsoft) - Google authenticator
At first activation of MFA or on the page where you change your setting for the MFA, tick the box "Authenticator app or Token" and click on "set up Authenticator App. Follow the procedure.
On your smartphone, click on the "+" button or create a new account. Scan the provided QR code. if you don't have a camera on your smartphone, type the code provided on the computer
A 6-digits code will be provided by your phone. Type it on the computer and click on verify to finalize the setup
Each time you access from a new computer or when prompted, open your app and provide the 6 digits code