@Richardson Ruiz Fernandes Oliveira Please refer to this QnA post - https://learn.microsoft.com/en-us/answers/questions/1137361/login-to-windows-10-11-with-microsoft-account-thro where your requirement is discussed.
As far I know its not possible to have MFA on the windows logon screen.
Let me know if you have any further questions, feel free to post back.
Please remember to "Accept Answer" if answer helped, so that others in the community facing similar issues can easily find the solution.