Hello @Ashraf Abdelmalek Youssef ,
Thanks for reaching out.
VPN/WiFi doesn't have UX to input fields for a verification code, hence you have to use phone call or mobile app notification for MFA approval.
For more information, refer https://learn.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-nps-extension#determine-which-authentication-methods-your-users-can-use
Hope this helps.
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