If your workstation is unable to connect to the VPN, then there are multiple troubleshooting steps that can be taken 

If you have not connected to the VPN before or haven't connected using the Microsoft Authenticator app before, then make sure to follow the MFA instructions completing all of the steps listed.

If you have been able to connect to the VPN before but are now getting an error, then try the follow in the order listed:

1. Try connecting through the notification menu
   
2. Reboot your workstation
3. Reboot your modem/router
4. Reboot your mobile device
5. Switch your mobile device from WIFI to mobile data
6. Reset your default authentication method, remove your account from the Microsoft Authenticator app, and follow the MFA instructions to add it back in.

If none of these work, then open a ticket with the type Network>VPN and provide a detailed description of the error and troubleshooting steps taken.