See these documents on Two-Factor Authentication and the quoted/inserted information from each below.
Two-factor authentication for Apple ID https://support.apple.com/en-us/HT204915 See this section especially Setup two-factor authentication for your Apple ID. From this section, "Two-factor authentication is available for Apple ID accounts with at least one device that's using the latest iOS, iPadOS, or macOS. Learn more. You can follow these steps on your iPhone, iPad, or iPod touch to turn on two-factor authentication."
Availability of two-factor authentication for Apple ID https://support.apple.com/en-us/HT205075
See Get a verification code and sign in with two-factor authentication https://support.apple.com/en-us/HT204974 Below is an excerpt, but read the whole document. See the bold italics below.
“Whenever you sign in with your Apple ID on a new device or browser, you'll confirm your identity with your password plus a six-digit verification code. There are a few ways you can get a verification code. You can use the code displayed on your trusted device, get a text or phone call, or generate a code from your trusted device [see the additional information in the article].” A trusted device is an iPhone, iPad, or iPod Touch with iOS 9 and later or a Mac with OS X El Capitan and later that you've already signed into using two-factor authentication.