as far as I know, Windows Hello can't be implemented for accounts which are not the interactive desktop user account. Also the Windows Hello configuration (PIN/Fingerprint) is directly tied to the hardware (client computer). When you open a password protected document, you can actually use Windows Hello to securely fill in the password and unlock/open the document. But this is tied to your user account on your client computer. I'm not sure how you want this to be implemented on a technical level. When you authenticate to a secure gateway, you provide a username and password for the account who has permission to use the secure gateway. This account isn't necessarily the same account you are logged in interactively. Can you provide more information how you want this to behave?
Please add Windows Hello support for Gateway authentication. Should be more or less like this: Create a Windows Hello login app - UWP applications | Microsoft Docs
For Fingerprint it's documented here: Fingerprint biometrics - UWP applications | Microsoft Docs
For Azure MFA SDK see an example here: azure-content/articles/multi-factor-authentication at master · Huachao/azure-content · GitHub (but don't know if still supported)