The Two-Factor Authentication (2FA) option is available on the User Menu depending on the sign in system your tenant uses.

The User Menu is displayed by selecting the People icon on the Top Right of the Web Page.

Select Two-Factor Authentication (2FA) from the User menu

Selecting Two-Factor Authentication, will open a screen to show the following:- 

The user can now either scan or copy the codes for their authenticator app and enter the authentication codes and press "Test Codes" to verify the access is permitted.