MFA in Windows 10 and Office 365

Hi,
 
This is a Windows 10 and Office 365 Environment.
This is the first time that I install the MFA for a user.
The things that I do:
Open the Google Chrome > I saw at the top right hand side “picture of the user” > Click the Picture > Select “View Account” > Go to “Security Info” > Click “Update Info” > Then, Click “Add Method”
I saw there are 4 options here:
1) Authenticator App
2) Phone
3) Alternate Phone
4) Office Phone
 
The consultant setup the MFA for some users. I saw they installed the Microsoft Authenticatior.
 
Question: What would I select from the above 4 options(I believe #1; please confirm)? Then, would you tell the next steps please.

Thanks,
tjie