Turn on 2 factor authentication for a user

open Admin center
Click Active Users
Click on the user
At the right, scroll down to the bottom and click “Manage Multifactor Authentication”
On the next screen click on the user and click enable on the right

Add App password

https://docs.microsoft.com/en-us/azure/active-directory/user-help/multi-factor-authentication-end-user-app-passwords