Okta does support integrations with third party MFA apps. You can accomplish this by searching for the "Template WS-Fed App" in our Okta Applicationa Network. This Okta app will allow you to set up an integration with a WS-Fed app on your end. You simply need to provide a set of parameters in the Okta app for authentication to your WS-Fed app.
Please let me know if this helps or if you have any further questions regarding this issue.
Can you elaborate, please, how can we configure WCF? We have configured a web application with "Template WS-Fed App", but can’t figure out how to setup a WCF service. What bindings are supported by Okta? Do you have documentation or/and example? Thanks