Your page here asked me to do the following--"Select the most appropriate product and topics below to help your post be seen by the right community experts"--and yet doesn't list Microsoft Authenticator as an option, so I have chosen another option which has nothing to do with Authenticator since no other appropriate options were available.
My workplace has mandated me to use your terrible product MS Authenticator, which I knew would be a nightmare to set up because this sort of program always is and will cause problems in the future.
I have an iPhone 7 with the latest updates installed for the OS. First, the App store interface would not let me download the app. Then, Authenticator's set up kept redirecting me to download the app after I had already downloaded it. Then, when I get to the screen that says to "Set up your account in the app," I get the error "We're sorry, we ran into a problem. Please choose 'Next' to try again." Clicking next just causes the same error over and over. When I click on "details" for the error, it gives a long series of random number and letters with no indication of what I'm supposed to do with them. I can copy them, but there are no instructions on what to do next.
My workplace provided a walkthrough with images for how to set this thing up, but of course none of the images correspond to what your program actually shows because Microsoft updates and changes everything every two minutes.
I somehow stumbled on some other interface that requires me to unlock Authenticator. this asks for my phone login. Somehow I get to a display that has "Get codes" at the top of the page. There is no information about what to do with these codes. I see a randomly generated code. When I click done, it prompts me to open the browser to start the endless process described above.
A couple of times, I found a page or part of Authenticator (it's impossible to tell when you are in the browser or in Authenticator) that showed several options, one of which seemed to be about linking a phone to the app. When I click on that, it eventually takes me to a screen with an unremovable window that immediately pops up telling me to type in the number that's displayed and there is no number displayed anywhere and you can't move the unremovable window or move the screen to determine if there's a number underneath.
Your program is frustrating and awful.