Any preferred Authenticator App can be used for this function. 

A common Authenticator App used is the Google Authenticator App  

Follow the steps provided in the article below to change the Multi Factor Authentication method:

Change Multi Factor Authentication

To Set Up Authenticator App: 
1. Select Set Up an authenticator app

2. Choose a method to receive a one time verification code and enter the verification code

3. In the Authenticator app of your choosing select the "add code" option and scan the QR code provided.

4. Enter the 6 digit code sent to your Authenticator App

5. Save the recovery codes somewhere safe.
 In a case where the authenticator app is unavailable or lost a recovery code can be used to log in. 

6. Tick the "I saved these codes" box and continue. 

Your authenticator app has now successfully been set up.