You will have needed to setup MFA via the instructions here:
When you have entered your privileged account and password to logon to a Managed Windows Server and have accepted the agreement, as below:
You will then receive the MFA prompt.
The client is set to auto-push a notification for MFA to your registered device.
On your device, you will see it titled: Loughborough Microsoft RDP.
If you have initiated this, click 'Approve', else ‘Deny’ to flag the request as fraudulent and IT Services will be notified automatically.