If your device is hybrid Azure AD joined then you can SSO to both on-premises and cloud resources as described here: https://learn.microsoft.com/en-us/azure/active-directory/devices/concept-azure-ad-join-hybrid
If you don't want to re-authenticate with new sessions you can configure sign-in frequency using policies. https://learn.microsoft.com/en-us/azure/active-directory/conditional-access/howto-conditional-access-session-lifetime
It is not available to do "Azure MFA" at the time of login. But the "Windows Hello for Business" is considered strong auth. If you want to do MFA at the time of login, Windows Hello for Business (bio metric/PIN etc) is the answer. https://learn.microsoft.com/en-us/windows/security/identity-protection/hello-for-business/feature-multifactor-unlock