When Windows Hello for Business is enabled on your device, the Windows Hello for Business Setup Page will appear after the next device restart. Alternatively, you can go to Windows Settings > Accounts to set it up manually.

Below is the video demo for set up Azure MFA before set up Windows Hello for Business (1min 20 sec):

To set up Microsoft Azure MFA manually, please visit https://aka.ms/MFASetup and sign in with your email account. You may refer to page Set up Azure MFA (with screen dump and steps) if necessary.

If you want to set up or change the WHfB settings, go to Settings > Accounts > Sign-in options.