Once multi-factor authentication (MFA) is enabled for your account by your administrator, we recommend you review your settings for optimal experience. Our recommendation is to use the Microsoft Authenticator App with notification through that app, unless your company policy requires you to use other.
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 on sign in get notifications on your phone 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 for how long sign ins are valid, hence you won't need to use MFA every time on he 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