You might not want to enable MFA on Windows logon for all users in your organization, at least not at the initial stage. The recommended practice is to create a user group in your Intune, then enable Windows Logon MFA on this group only.
In the Intune admin portal, navigate to Groups, then click "New Group"
Click "Create" to create the group.
Once the group has been created, you can add users to the group
