Authenticator apps - Issues and ease of use

Websites are strengthening their security and I am being prompted to install a third party authenticator app so I have questions: -
I have an Android phone and two Windows 11 devices.
I understand the phone needs the Google Authenticator app and the Windows devices need the Microsoft Authenticator app.

Q1 - Do I install the app on my phone and use just that one device for all three devices or do I need to install an app on each device.

Q2 - Are these apps easy to use?

Q3 - Has anyone had bad experiences or problems using them?