What is Multi-Factor Authentication (MFA)?
Multi-Factor Authentication (MFA) is a security mechanism in which individuals are authenticated through more than one required security and validation procedure. It works by requiring two or more of the following authentication methods:
- Something you know (typically a password)
- Something you have (a trusted device that is not easily duplicated, like a phone)
- Something you are (biometrics)
Yes, if the 3rd party supports Azure AD.
Directly within AzureAD you can integrate 3rd party MFA using the custom controls feature - the known working solutions are also documented in this article: https://docs.microsoft.com/en-us/azure/active-directory/conditional-access/controls#custom-controls
Other option would bt ot use On-Premise MFA, e.g. when you have federated AzureAD setup with ADFS - for specific guidance you would need to talk to the 3rd party MFA provider.