If Your Company has enabled Conditional Access you have to enroll your device. This is how you enroll your device with Microsoft Intune on Windows 10.

1 - account2 - mdm enrollment

3 - mdm credentials
Enter UPN
4 - modern auth
Modern Auth
5 - mfa
Azure MFA
6 - enrolled
Confirmation Message
7 - enrolled in org
Enrolled with MDM
8 - not AAD joinede
Here you can see that we are not a part of Azure AD
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