Please go to this link and log in like you normally would (with your email address and the password associated with that email):

Click on the option at the bottom that says "I want to set up a different method".

You'll now see this:

Select Phone from the dropdown:

Then click Confirm

You'll now see this:

Enter your phone number in the field, choose if you would rather get a call or a text from this number, and finally click on Next.

You'll now see this:

Enter the code you receive from your text in the field here and click on Next.

You'll then see this:

Click on Next to complete the process. 

Your Microsoft 2FA is now setup!