Microsoft Authenticator (Microsoft Azure Authenticator) is the official two-step verification app from Microsoft that lets you safely sign in to any service or app.
To start using Microsoft Authenticator, first sign in with a Microsoft email account (you can use your Hotmail, Outlook, or Skype ID). Then you can start using the two-step verification for any other service.
Microsoft Authenticator is a good alternative to Google's two-step verification, with a simple and user-friendly interface.