I haven't seen anything automated for an RPA that requires MFA as you would have to provide a means of passing the second credential via an application that the bot could access. I have seen it done with RDA though. In that case, you'd just allow the user to enter the credential.

To answer your questions; yes it will add complexity. If you are getting a text message for example, you'd either need to automate the steps to allow a user to enter the credentials or you need to write an automation (or component or whatever) to acquire that text message and provide it to the RPA to enter.

The steps for any mainframe application are the same regardless of the level of authentication;

1. Create a Windows Application - This will launch the emulator and get the session up and running.
2. Create a Text Application - This will connect to the short session name you've configured in your session file (most emulators have a file where settings for it are stored).
3. Automate - In your start automation, launch the Windows application and wait for the session to get connected. Usually there's a status bar or something you can identify that tells you when the session is up. Once it is, you can then start the text adapter to connect to that session. The rest of the automation will be done against the text adapter.