See explanation below.
Explanation
Enable Modern authentication for your organization
1. To enable modern authentication, from the admin center, select Settings > Settings and then in the Services tab, choose Modern authentication from the list.
2. Check the Enable modern authentication box in the Modern authentication panel.

Enable multi-factor authentication for your organization
1. In the admin center, select Users and Active Users.
2. In the Active Users section, Click on multi-factor authentication.
3. On the Multi-factor authentication page, select user if you are enabling this for one user or select Bulk Update to enable multiple users.
4. Click on Enable under Quick Steps.
5. In the Pop-up window, Click on Enable Multi-Factor Authentication.
After you set up multi-factor authentication for your organization, your users will be required to set up two-step verification on their devices.
Reference:
https://docs.microsoft.com/en-us/microsoft-365/admin/security-and-compliance/set-up-multi-factor-authenticatio