Updating the MFA step in your sign-on policy using the admin console

Steps

Go to Authentication → MFA.
Locate and select your MFA policy.

Result:

The Details panel opens.
Click the Pencil icon to enter edit mode.
In the Allowed Authentication Methods section, select the Mobile Applications check box.
Click Application.
In the Application list, select your native app.
Optional: Select the Auto Enrollment and Device Authorization check boxes:

Auto Enrollment

Allow automatic enrollment of the mobile application to MFA during the authentication flow.

Device Authorization

Allow users to securely sign on to the app on a trusted mobile device, without having to actively go through strong authentication, while a seamless MFA takes place behind the scenes.

If the user has no usable devices, you can configure automatic enrollment as Bypass or Block.
Click Save.