Multi Factor Authentication support is dependent on support from:
1. The external security manager like Top Secret, ACF2 and RACF.
2. The application that wishes to use MFA.
Release : 16.0
Component : CA Top Secret for z/OS
Top Secret, ACF2 and RACF supports MFA at the current releases.
So, if the application doesnt have documentation on how to setup MFA with Top Secret, ACF2 and RACF, then it most likely doesnt support MFA. Please contact the OEM support team for that product.