Visit https://myaccount.microsoft.com and sign in using your work username (ex. JDoe@lyndendoor.com).
Select Security Info from the menu on the left.
Click Add sign-in method.
Select any one of the methods (except Email) that you prefer.
Follow on-screen instruction for the selected method to enable multifactor authentication.
Note: Once enabled, apps like Teams and Outlook (desktop and phone) will require you to login again using the new multifactor authentication.