The prompt will give you the account you need to respond with and a request id.
Open the AthenaMFA app on you mobile device, tap the account, enter the request id and you will be given a response code.
Enter this code on the prompt and click respond.
The response codes are time limited codes, so make sure your mobile devices date and time is correct.
The code also changes every 30 seconds, so make sure it has not changed, if it has enter the new one