Apologize for the clarity issues and inconvenience caused with the application registration process. The links in the steps point to the Azure Active Directory official documentation that has screenshots, but then I observed that the native app registration step is missing in that documentation. To get unblocked with this as part of 'Register your application' step:
a. Select 'Add Platform' (under Platforms)
b. Select 'Native Application'
c. Retain redirect URI as 'urn:ietf:wg:oauth:2.0:oob' - this is needed for desktop application redirect to work.
Proceed with remaining registration steps.
We've updated the GitHub repo https://github.com/Microsoft/MicrosoftGraphSecurity to reflect these steps and I'll update the blogpost to include this step as well. Thanks!