SharePoint Online: Using CSOM with an account configured with Multi-factor Authentication (MFA)

CSOM.MFA.cs

using Microsoft.SharePoint.Client;
using OfficeDevPnP.Core;
using System;

namespace CSOMDemo
{
  class Program
  {
      static void Main(string[] args)
      {
        var authManager = new AuthenticationManager();
        var ctx = authManager.GetWebLoginClientContext("https://contoso.sharepoint.com/");
        Web web = ctx.Web;
        User user = web.CurrentUser;
        ctx.Load(web);
        ctx.Load(user);
        ctx.ExecuteQuery();
        Console.WriteLine(web.Title);
        Console.WriteLine(user.LoginName);
        Console.ReadLine();
      }
  }
}

Yes, you must definitely use a Windows Forms project in .NET Framework 4.x