In Windows 10 it is not available to do "Azure MFA" at the time of login. But the "Windows Hello for Business" is considered strong auth. If you want to do MFA at the time of login, Windows Hello For Business (bio metric/PIN etc) is the answer.
There is an open feedback item for this: https://feedback.azure.com/forums/169401-azure-active-directory/suggestions/19319638-add-mfa-support-to-secure-the-windows-10-logon