In order for Office desktop clients, such as Outlook, Skype for Business, to support MFA via federated authentication, your Office 365 tenant needs to be configured to support modern authentication.
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| Enable Exchange Online for modern authentication |
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| Enable Exchange Online for modern authentication |
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| Enable Skype for Business Online for modern authentication |
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| Enable Skype for Business Online for modern authentication |
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However, not all Office desktop clients support modern authentication. Only some latest versions of Office clients support modern authentication. Check the link below for the list of Office clients that support modern authentication:
https://social.technet.microsoft.com/wiki/contents/articles/32211.modern-authentication-behavior-across-office-2013-and-office-2016.aspx