Step 1: Go to https://mysignins.microsoft.com/security-info using your login details as you do today.
Note, if you already have authentication settings activated follow the verification prompts.
Step 2: Follow the prompts to set-up your security questions and authentication options.
Step 3: After you select and set up your methods, choose Finish to complete the process.
Once registered, if you ever forget your password, you can reset it again yourself. You can also select “Can’t access your account?” on the sign-in page to reset or unlock your account from any device.