Hi
the DUO control you have installed above is more to do with conditional access to applications in the same way as native Azure MFA would work with Authenticator.
MS does not allow any Azure MFA at the time of Windows login, so you would need a 3rd party tool. From a DUO perspective you could use the RDP/Console MFA offering to make this work:
You should already be licensed for this with your existing DUO subscription.
Hope this helps,
Thanks
Michael Durkan
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