Yubico Security Key NFC - cannot access account.microsoft.com

I am trying to set up a Yubico Security Key NFC USB-A device with my microsoft educational account and i am constantly meeting obstructions.

I try to access account.microsoft.com to follow the instructions to add the device, but it instantly asks me to log in and then wont let me access the account because MFA hasn't been enabled, but i cannot enable MFA because i cannot access account.microsoft.com

When trying to log in via the ordinary hotmail log in screen ... Microsoft hotmail asks me for the device serial number. It's on the package. So I enter it, and then it then says: "Tap the button that's on the token, and enter the 6-digit verification code that appears."

What the hell is it talking about? Does anyone know what 6 digit verification code it's talking about?

Keep in mind I'm using a desktop with the Yubico connected via the USB port, so it's obvious I'm fundamentally missing an important part of the picture...