Signing in with password only is not much secure way of authentication,it would be nice if we can add additional security layer.
Go to Azure Active Directory-User-All users-click on Multi-Factor Authentication
To set additional options click service settings
We can allow users to set password for non-browser apps (outlook,for example),verification options,and allow bypass multi-factor authentication
Select user for who we want to enable MFA
Next time users logs in he’ll get this message
Select how user will get authentication code:
On mobile phone install Microsoft authenticator and scan QR image
If you wish,add additional verification
When user is prompted for code, he just needs to open Microsoft Authenticator and to provide password and code