Cannot set up account in Authenticator properly

Question

Hi,

I tried to setup account in the Authenticator app on my new android mobile phone. I selected "work or school" account, typed in my business email address that was used for login into admin.microsoft.com.

In the end, the app shows the account as "Connected account". When I tap on the account, it shows two sections: "Other ways to sign in" and "Manage". The other way to sign in has three options: Create a passkey, Set up 2-step verification and Set up Passwordless sign-in requests.

All these options need a QR code or need to be approved by another Authenticator app. The problem is that I don't have another Authenticator installed anywhere else.

Also, I cannot delete the account in the app when I tap the top right settings, there is no method to delete the account.

What I want the app to do are

1. If a Microsoft website display a code to verify the login, my mobile should display the message and I can type in the code in the authenticator app.
2. If I cannot complete the verification as 1), I should be able to use the app to generate a code and use the code on a Microsoft website to finish the verification.

Please help me, thank you.

Peter