Let say you want to execute this command using Salesforce CLI:
sfdx auth:web:login -a myusername@myorg.sandbox --instanceurl=https://mysandbox-domain.lightning.force.com
This error is shown
ERROR running auth:web:login: Invalid client credentials. Verify the OAuth client secret and ID. Error authenticating with auth code due to: grant type not supported
Error authenticating with auth code due to: grant type not supported. This is most likely not an error with the Salesforce CLI. Please ensure all information is accurate and try again.