Hello @Alberto Prieto
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
I understand you're trying to view the authentication methods for your account in Microsoft Entra ID, but you haven't found any listed, and the option to add authentication methods is grayed out.
Even as an admin, it's not possible to add authentication methods for yourself via Entra.
To view or manage (add or delete) authentication methods for your account, please visit My Sign-Ins | Security Info | Microsoft.com.
Once logged in, you'll see the authentication methods associated with your account, as shown in the screenshot below.
Please don’t forget to close the thread by clicking "Accept the answer" wherever the information provided helps you, as this can be beneficial to other community members. If you have any questions, please let me know.
Thanks