
Explanation:

Step 1: Consent to PIM

Step: 2 Verify your identity by using multi-factor authentication (MFA) Click Verify my identity to verify your identity with Azure MFA. You'll be asked to pick an account.
Step 3: Sign up PIM for Azure AD roles
Once you have enabled PIM for your directory, you'll need to sign up PIM to manage Azure AD roles.
References:
https://docs.microsoft.com/en-us/azure/active-directory/privileged-identity-management/pim-getting-started