How can I set up another multi-factor authentication?

For example, Phone authentication.

1. Check at https://mysignins.microsoft.com/security-info
   
   Login your M365 account, the following screen will appear on your computer.
   
   

2. Choose security info, “Add sign-in method’’.
   
   
   
   

3. Choose Phone
   
   

4. Add “Enter phone number”, Choose next,
   
   

6. Microsoft 365 will ask for your mobile number, then send you an SMS message containing a 6-digit code to verify your device. Enter code.
   
   
7. Successful registered