For instructions, see Enable Modern Authentication for Office 2013 on Windows devices. In order for these clients to use modern authentication features, the Windows client must have registry keys set.
Legacy means that they support either Microsoft Online Sign-in Assistant or basic authentication. Office 2013 client apps support legacy authentication by default.
For tenants created before August 1, 2017, modern authentication is turned off by default for Exchange Online and Skype for Business Online.