Do you mean this: https://learn.microsoft.com/en-us/microsoft-365/admin/admin-overview/admin-mobile-app?view=o365-worldwide
If your Azure AD domain is federated, and your ADFS farm has the adapter configured correctly, yes it will work.
But since that app seems to be targeted for administrators, you might want to consider using cloud-only account for administration and enforce MFA in Azure AD. That way, a compromise of the on-premises environment will not (or rather will be less likely) give access to your cloud environment.