Navigating to the Start menu on your new computer and selecting the "Accounts" option is all that is required to set up your Microsoft account. You will then be able to add a phone number or email address to your account if you follow the on-screen instructions.
The moves toward interface your Microsoft account with www.microsoft.com/link is simple and direct. The procedure is free and has a lot of benefits that can make your use of it much better. It improves security, allows you to access exclusive content, and helps you sync your progress.