Users can change and modify their two factor authentication settings here

After enrolling into two factor authentication for O365, the user will see the following screen after logging into OWA:

If the user selects Send Me a Push it will send a push notification to their phone. Note that the user will need to be setup for push notifications. If the user selects Enter a Passcode they will be taken to a screen where they can enter the passcode they receive either from the Duo app or keyfob.

If the user has setup multiple devices, they can select it in the dropdown:

If the user selects Call Me then they will receive a phone call with the passcode they need to enter. The Enter a Passcode option is the same as the first example.