Some of Apple's documentation still refers to using them and needs updating. Check your Apple ID device list to find where you're signed in - Apple Support
Apple has been encouraging users to change to 2FA for quite some time now. However, if you have them and have not upgraded then they still work. The thing is, if you forget them then there's pretty much no support and you may end up being locked out of your account for good. Apple doesn't say that directly but they have archived the article about resetting them and there's this Dec. 2022 post by Apple Community Specialist K_Faith in the thread I’ve tried resetting my security question… - Apple Community
"If you’ve forgotten your security questions, there isn’t a way for Apple to reset them for you, or another way to access your account. You would need to create a new Apple ID, which also means you won’t have access to previous purchases or data stored in iCloud."
So having security questions is like owning a 12 year old computer in terms of getting any support if you have problems.