When you are connected to VPN, the user experience should be fairly seamless.  Outlook and Teams along with other Office 365 applications will automatically sign in with your Windows credentials.  A blank window will pop up, redirect to OneLogin and then disappear.  You will not be required to use MFA while on VPN.

When you are not connected to VPN, you will be redirected to OneLogin to sign in and then prompted for WFAA Duo MFA.  The typical option to select is a DUO Push.

Some applications may prompt to retry authentication.

Here is a Teams windows requiring re-authentication on a windows device:

Here are is a OneDrive screenshot asking to sign in.

Press OK and you should see the next window which starts the sign-in process.

Here are some screenshots of the sign-in process for most desktop applications.  You may see one or more of these windows or just a blank window which disappears.

If you are not connected to VPN, you may see this message on the Status Bar in Outlook.

Click on Need Password and it will start the sign-in process.

Here is an example of a sign-in issue with Word.  Excel, PowerPoint, and the other Office applications will look similar.  You will see a yellow triangle next to your name on the title bar.

Click on your name and you will see this window.

Click on Sign in and it will start the sign-in process.  If you have other Office applications open at the same time you may need to sign in on those as well.