A screen will appear with a QR code but since you are configuring an app on the desktop (though if you are configuring this as a smartphone app you can use your phone camera to scan it), you need to click Can't scan image.

Click I want to use a different authenticator app.

A dialogue box will appear asking you if you want to download the Microsoft Authenticator app.

Choose Authenticator App from the drop-down menu.On the authenticator page click Add Method.You may be required to login using your username and password if you are not already logged in.On your web browser go to the Microsoft 365 My Sign-ins page (External link to Microsoft 365).The Authy app will then be configured and ready to add an authenticator account.Enter that code on your phone keypad in response to the call.

If you choose Phone call then you will receive an automated phone call and a PIN will appear on the Authy app screen. If you chose SMS to verify your device you will receive a text message with a 6 digit code.The number will be used to send an SMS or phone you during the setup. This is to setup up your Twilio account to allow you to recover your settings at a later date or share the data across multiple devices. It will open with a screen asking you to enter your phone number and an email address for the initial verification step.Run the Authy app you have just installed.

Ms authenticator desktop