In some instances you may see a Windows Security dialog box that prompts you for your PIN when connecting to Outlook (and sometimes other O365 applications).
There are two solutions to this issue:
1. If you want to use your PIN to login to the application (this PIN was set by you at first login), and you don't remember what it is, click on "I forgot my PIN" and follow the steps to reset.
2. You can use your password instead to login to the application - click on "More choices" and select the password option to connect.