Receive code from mobile app instead of text on phone

I would like to reset my VPN access so that I access the code provided by my mobile app instead of receiving the number from a text message on my iphone.  I think that I need to begin the enrollment process so that I can re-set up my VPN authentication and choose the mobile app in step 1.  How do I do this?  If i go to https://aka.ms/mfasetup, i automatically receive a text message containing the access code.