If you can't disable multi-factor authentication for the Office 365 global administrator account, which is required by the express configuration option, use the custom configuration option. Use this option if the same person performs the roles of backup administrator, Office 365 administrator, and Azure administrator.
Before using the custom configuration, you must register the Azure app for SharePoint Online with Azure AD.
Important: You can perform the registration manually, as described in step 1, or you can use the custom configuration toolkit. The toolkit, which automates the registration process, is available in step 2.