Sounds like it wants 2 factor authentication from an authenticator app. Free from Microsoft; not sure if Cisco (Duo) is free or not, I prefer it to Microsoft. I think Google has one and since they already have all your personal data, no loss in using them.
I use an open source 2fa app on my PC called Winauth for all my codes. Not sure if it has an app for phone? But best to me is it is open source and portable, just a right click for a new 6 digit code.
https://winauth.github.io/winauth/download.html