Please try these steps:
- Open your browser and visit the Microsoft Account security page (https://account.microsoft.com/security).
- Sign in to your Microsoft account if prompted.
- Go to Security and select Advanced security options. Alternatively, choose Manage how I sign in from the Account Security section if it's available.
- Scroll to the Ways to prove who you are section.
- Select Add a new way to sign in or verify. Add Another Way to Sign in
- Choose the Face, fingerprint, PIN, or security key option from the pop-up menu. Select the option to Sign In
- Complete the Windows Hello verification using your face, fingerprint, or PIN, depending on how Windows Hello is configured on your device.
- Once the setup is complete, the passkey will be linked to your Microsoft account and can be used for future sign-ins.
You can also refer this video guide if you like:
https://www.youtube.com/watch?v=JMSVxFLBGpE
Let us know if this helps!
Note: Included link(s) in this reply refers to a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.