Now, we have the certificate, but we need to tell Azure Multi-Factor Auth Client to use it as a credential to connect with AD FS.

Before that, we need to connect to the Azure AD using Azure PowerShell. We can do that using this:

Connect-MsolService

Then, it will prompt for login and use your Azure Global Administrator account to connect.

After that, we can pass the credentials using this:

New-MsolServicePrincipalCredential -AppPrincipalId 981f26a1-7f43-403b-a875-f8b09b8cd720 -Type asymmetric -Usage verify -Value $certbase64

In the preceding command, AppPrincipalId defines the globally unique identifier (GUID) for Azure Multi-Factor Auth Client.