Hi storkdoc,
Thanks for reaching out about setting up iCloud Keychain. We can help with this. Try the steps in this article:
Set up iCloud Keychain
"If you choose to "Approve Later" when signing into your Apple ID, you need to approve with an old passcode or from another device when prompted. If you're unable to approve, reset your end-to-end encrypted data when prompted.
*On your iPhone, iPad, or iPod touch with iOS 13 or later, or on your Mac with macOS Catalina or later, two-factor authentication is required to turn on iCloud Keychain. If you haven't set it up yet, you're prompted to update to two-factor authentication.
If you can't turn on iCloud Keychain after following these steps, make sure you meet the minimum system requirements for iCloud Keychain and that you're using two-factor authentication.
If you're not using two-factor authentication, you might be prompted to create an iCloud Security Code—six digits, complex alphanumerics, or randomly generated—to authorize additional devices and verify your identity. If you forgot your code, you might be able to reset it."
Take care.