You will need to download the Microsoft Authenticator App for the App Store which is free for both iPhone and Android users.
Using the Scan option in the Microsoft Authenticator app, scan the QR code to link your account. Once you set this up correctly, you will receive a 6-digit code that will change every 30 seconds. The 6-digit code is the verification code.
More information can be found here: How to register – application portal
If you have any further trouble, please feel free to email [email protected] or contact [email protected] for further support.