Error confirming password

Problems with verifying my apple ID password on Mac Book Air. When I enter the password for my apple ID, a vertification code is sendt to my iphone, but there is no place to enter the code on my mac.

"enter the password to continue using iCloud" -I press "enter password"

After entering the password, this message appears ("Enter your password followed by the confirmation code shown on your other devices") -I press "OK"

The box disappears and there is no place to enter the confirmation code from my iphone.

Anyone else have this problem? Every 5 minutes it appears an error message, telling me to enter the password. Would be great if someone could help me log inn or remove the message that keeps appearing all the time...