Launch the GlobalProtect Client type in the FQDN of your portal and click on Connect..
First Factor:
Type in the Static Password and click on Verify.
You will then be prompted for the second factor..
In this example the second factor is set as One-Time Password.
Therefore the One-Time Password code is entered.
Click on Verify.
Click on OK again
Under Network tab go to Global Protect > Gateway
Click on Authentication and then click on Add