A Microsoft app for iOS and Android devices that enables authentication with two-factor verification, phone sign-in, and code generation
You can do it via Skype.
Start Skype
click on you picture upper left to open the drop down menu
under MANAGE click on "Skype profile", it will open your profile
click on Mobile and enter the phone number
it will send you a code, confirm the code
log into you Microsoft account and you'll see that the phone number has been added