...
Go to aka.ms/mfasetup in your web browser on your computer and sign in. In If you do not have your old phone to hand and are prompted to authenticate at the sign in page, you will need to use your back up option - click “I cannot use my authenticator app right now.” Choose the back up option which most users have set to their phone number and a phone call will be received. Once signed in, in the Security info tab you should see a page similar to the screenshot below
Click the Delete option next to the Microsoft Authenticator and you will be prompted to confirm - click OK.
You should be left with 1 method remaining in your list, your phone number. Now click the + Add Method button
In the Add a method drop down box, select Authenticator App and then click Add.
Keep this page open still on your computer. If you haven’t already, on your new phone download the Microsoft Authenticator app from your relevant app store and click the Add Account option then select “work or school account”.
Click the next button on your computer and on your phone select the Scan QR code option and scan the QR which you will see on your computer screen.
The page above should change after you scan the code. Enter any PIN or fingerprints as needed on your phone (this will depend on the phone and how you have set it up).
You will be prompted with a test approval on your phone so approve that and follow the next prompts you will see on screen.
On your computer you will be returned to the Security info tab where you should see your new phone as one of the methods. The default sign in option should be set to Microsoft authenticator - notification (as shown in the screenshot in step 1) which is correct. If no method is set, click the default option and from the drop down select the authenticator notification.
If you have any issues please raise a IT ticket for further help.