Logs of authentication-related activities, including MFA events, are kept by Azure AD. These logs can be found in the Azure portal's Azure AD section, specifically in the "Sign-ins" and "Audit logs" subsections. MFA events such as successful and unsuccessful authentication attempts should be recorded.
It's unknown that whether Microsoft Authenticator generates separate logs that can be integrated into QRadar. Because this app primarily allows users to approve or deny sign-in attempts, related events are likely to be logged in Azure AD as part of the user's sign-in activity.