Yes you may install Okta Verify on your personal Mac or PC. 

Macs

For Macs the application is available in the Apple App Store free of cost.  Okta Verify for Macs  You will need an Apple ID to download it.  If you haven't created an Apple ID you can find instructions here.

Click here for the solution to finish enrolling a Mac.

Windows PCs

You can download the latest version from the following link Okta Verify for PC

Click here for the solution to finish enrolling a PC.  Start with Step 4.