SQL connection with Azure Active Directory

I am trying to connect to SQL Server with authentication type “Connection to SQL server with Azure Active Directory Univesal with MFA”. I see only two option in the connection activity under database activities where one is for windows authentication and the other is SQL server authentication.

How do I connect with this authentication type.

I also have similar situation. Were you able to get hold of solution for this. Also the authentication used for this is ActiveDirectoryInteractive which you can set by going to advanced in connection wizard but then it is leading me to some other errors. So no definite solution here