When first logging with 2FA on MS accounts, it makes it sound like “Microsoft Authenticator” is required. But it supports TOTP from any app. If you still can log into your account for a last time using classical ways (e.g. 2FA using SMS), then you can do:
(I did for the web client since I don’t use Windows as OS)
(This is my approximate translation into English)
- click on my name top right corner of the web application.
- click “My account”
- click “My sign-ins”
- click “Security information”
- click “Add a connection method”
The drop-down menu should list “Authenticator application (time-based one-time password)”. It displays a QR code which you can read in SailOTP, or you can ask it to display the secret in text form and you can input it in other TOTP clients (apart from SailOTP, it worked for me with https://totp.app and unix CLI pass-otp).
Edit: My company also made it sound like we needed Microsoft Authenticator. I raised a ticket asking for them to supply me a phone or tablet with the software installed. They answered it works with any TOTP app.