Microsoft License standard E3 is include EMS license?

There is 'Multi-Factor Authentication for Office 365', which is included at no extra cost, this has a subset of features compared to Azure Multi-Factor Authentication.  To compare the options, see the https://docs.microsoft.com/en-gb/azure/multi-factor-authentication/multi-factor-authentication-versions-plans and the 'Feature comparison of versions' section.  Here are the instructions for how to https://support.office.com/en-gb/article/Set-up-multi-factor-authentication-for-Office-365-users-8f0454b2-f51a-4d9c-bcde-2c48e41621c6.

Azure Multi-Factor Authentication is available as a standalone add-on or through Azure Active Directory Premium or Enterprise Mobility + Security.