Where to go on my mac to get a verification code?

It’ll be viewed as a pop-up, front and center in the display, if some device has requested a verification code.

It’ll show automatically, if the Mac is a trusted device; if the Mac is already signed in with two-factor.

Get a verification code and sign in with two-factor authentication - Apple Support

Two-factor authentication for Apple ID - Apple Support

Apple 2 factor authentication codes are sent as iCloud push notifications to all your trusted devices. As long as that Mac is signed into your iCloud account, the push notification will pop up.