If you enable Azure MFA in Office 365 and try to sync mail using the native Windows 10 Mail client, this is what the user will see:

(Sorry for the Language. Just the buttons and boxes are all the same)

1 - add mail account
User needs to Select Office 365 for Azure MFA
2 - add user
User needs just now to enter his UPN, it can not be username
3 - autodiscover looks for your account
If it fails here then Autodiscover is broken.
4 - enter password
Observe that the mail app has pulled Down my Company details including logo and custom text
5 - Azure AD MFA calls
Right now yor phone would ring or you would get a sms/app challenge
6 - account added
Thats it
7 - policies
Your Company Security settings will now be Applied. Usually you get this Box regardless just to tell you that it might tighten security
8 - mail recieved
You recieve mail. If you do not see mail, mabye the mail is older than a month. Then you need to change the sync settings to enable all mail to sync down

 

 

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