Yes, you usually can. You can use any authenticator app that supports one-time codes via TOTP.
Which apps work?
Examples of apps that are often used are Google Authenticator, Microsoft Authenticator, Authy, or another similar app.
What if it does not work?
If the setup does not work or the code keeps being rejected, check whether you are using the code from the correct app and whether the time on your phone is correct. If that does not help, ask your administrator for help.