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Installing and configuring Azure MFA Server on-premises is a recommended solution for implementing two-factor authentication for users establishing VPN connections to an on-premises Windows Server. This approach allows organizations to extend multi-factor authentication capabilities directly to their existing on-premises infrastructure, thereby enhancing security for remote access scenarios such as VPN connections.

Azure MFA Server provides a robust two-step verification process where users must provide a second form of authentication, such as a phone call, text message, or mobile app notification, in addition to their regular username and password. This layered security significantly reduces the risk of unauthorized access, as it requires something the user knows (password) as well as something the user possesses (the second factor).

When considering other options, creating a conditional access policy in Azure AD is primarily designed for managing access to applications based on specific conditions but is not meant for direct use with on-premises VPN connections. Similarly, using an Active Directory Federation Services (AD FS) server provides a way to manage authentication and authorization across different systems, but it may not effectively address the need for two-factor authentication specifically for VPN access without additional configurations. Configuring authentication methods for Azure AD focuses on how users authenticate in cloud scenarios and may not directly influence on-premises VPN connections without a strong