The Authenticator is only available for Android & iOS. With 2 factor authorization on, when you sign in using a PC/laptop with Win10 tied to a Microsoft account, the most you'll usually have to enter is your PIN, assuming you have a PIN set up for signing into Windows, because it recognizes that copy of Win10 on that PC/laptop. If you sign in with another device, or if you want to open your OneDrive Personal Vault, or in a few other cases you'll get a dialog asking if you want a code sent to an email, or a text sent to a phone, or if you want to use the Authenticator app that you set up for that account on your phone or tablet. In your Microsoft account settings under security you can click Update to add additional email addresses to use for 2 factor authentication. That can be important -- the email with code Never arrives at the address I use for this Microsoft account, so I had to add another address where the Microsoft emails come through. Then for example if I want to sign into my OneDrive Personal vault, I select the second email address in the dialog, click next, type in that email address, click next, and enter the code that's sent. If I used the Authenticator app instead, I'd just follow the prompts to authorize it. It'll also work with a FIDO 2 key, which run around $30-$40 I think, & can be a little bit of a hassle to set up.