You should have received an email from no-reply@sharepointonline.com or invites@microsoft.com that contains a link to accept the invitation to grant you access. If you have not received the invitation email please reach out to your NORC contact to receive a new email.
IMPORTANT: You can scan a download link for your mobile device from the Microsoft Authenticator page
If you want to use an alternative authenticator app, you can click "I want to set up a different authenticator app"
If you want to use a text message, you can click "I want to use a different method"
However you chose to setup MFA, you can follow the on screen prompts to complete the setup.
If you do not have an existing Microsoft account or an Organizational account, you can create a new Microsoft account very easily as below: