In this Blog Post, I will step through the process to enable the different features of Conditional Access for Office 365 Exchange Online. However, these same steps can be used with other Software as a Service applications in Azure.
Conditional Access will check the following:
User / Risk
Device / Device State
After checking the appropriate conditions, a decision will be made to either Allow, Block or require Multi-factor Authentication (MFA).
I will go through this process using my Windows 10 Virtual Machine. However, this will apply to not only Windows, but iOS and Android.
The complete blog post can be read at https://blogs.technet.microsoft.com/pauljones/2016/11/29/implementing-conditional-access-with-exchange-online/