Microsoft Outlook 2019 failed to add Office365 mailbox

Problem

I encountered repetitive Windows Security dialog box and failure when adding my Office365 mailbox to Microsoft Outlook 2019 on Windows 10:
 

Solution

1. Goto https://account.activedirectory.windowsazure.com/AppPasswords.aspx
    
2. Click create then enter a name (i.e. For Outlook 2019 Desktop) and click next
   
   
    
3.  Copy the password generated as highlighted below
    
    
    
4. Paste the password to the Windows Security dialog box as per the above problem and if successful, the following dialog should appear
    
   
    
5. Click Done