Two-factor verification
Can set up two-factor verification when I don't have an Apple device?
Question marked as
Do you mean "Two-step verification" or "Two-factor authentication"? They are two different things.
Two-step verification for Apple ID - Apple Support
Two-factor authentication for Apple ID - Apple Support
In any case, the above articles explain what you need. You must have at least one Apple device. Otherwise why would you care at all?