Once multi-factor authentication (MFA) is enabled for your account by your administrator, we recommend you review your settings for the optimal experience. Our recommendation is to use the Microsoft Authenticator App with notifications through that app unless your company policy requires you to use a different application.
In order to configure Microsoft Authenticator, please go to https://aka.ms/MFASetup. Then in the drop-down for verification options choose "notify me through app." Next, follow the instructions on the site to complete the configuration. When completed, you will begin to receive notifications on your phone when you log in which you have to accept in order to be able to sign in, instead of for example having to enter one time codes manually. Your administrator can configure how long sign-ins are valid, hence you won't need to use MFA every time on the same device.
Please refer to this Microsoft article for the full set of details on MFA user settings: Manage your settings for two-step verification.