How to fill my Microsoft account password when installing Windows

I'm using the Microsoft Authenticator app with my Microsoft account. It has a login method called "Send sign-in notification" that sends a pop up notification on your phone if you try to sign in to your Microsoft account. Upon receiving the notification, you have to unlock your phone, tap some number you're asked by Windows, and you're logged in without even entering your password.
It's one of the methods Microsoft offers for "going passwordless".

This is one of the many multi factor authentication methods offered for a Microsoft account. If you're trying it out, make sure you choose the "Send sign-in notification", not the "enter a code from an authenticator app" method. The former sends the notification, the latter still requires your password.
You set this up in your Microsoft account management > Security > Advanced Security Options > "Add a new way to sign in or verify".