Before turning on two-factor authentication (2FA), you will need to install an authentication app on your device. There is a wide variety of authentication apps you can use.
Authy is a good solution if you are looking for a simple 2FA authentication app that includes multiple backup options: iOS/Android.
You can also use one of these alternatives. The list is not exhaustive:
Most of the password managers (e.g. 1Password, Dashlane, etc) also include a 2FA authenticator available as part of the main app or separately (e.g. LastPass Authenticator: iOS/Android).