If your organization enables Office 365 Multi-Factor Authentication (MFA), Microsoft will send the test code or call to your phone when you login office app or office.com. This video shows you how to switch between MFA text or call.
In above screen, click Sign in another way. You will have an option to switch between Text and Call.
If you would like to change the MFA verification method, please search this YouTube link.
How to change MFA verification method
Please view this step by step video: