https://support.apple.com/HT204915
What if I use two-factor authentication on a device running older software?
"If you use two-factor authentication with devices running older OS versions—like an Apple TV (2nd or 3rd generation)—you might be asked to add your six-digit verification code to the end of your password when signing in. Get your verification code from a trusted device running iOS 9 and later or OS X El Capitan and later, or have it sent to your trusted phone number. Then type your password followed by the six-digit verification code directly into the password field."
Also:
Jan 2017 Community Specialist sterling_r post: https://discussions.apple.com/message/31213055#message31213055 - "On older software, if you are not given a box to enter the verification code, you can simply put it immediately after your password. Note that this would not require a space."