Official links: https://www.microsoft.com/en-gb/security/mobile-authenticator-app
Option 1: Scan the below QR code with your camera app and press on the link that shows up.
The link will show on your camera app like this, pressing the link will take you to the Google Play store where you can install the app:
Option 2: Open the Google Play store, search for "authenticator", press on the Microsoft Authenticator app and press install (pictured below) and press install:
