Where can I get a security key

If you read the Related Article at the top of this page that you had open when you posted it will tell you the manufacturers of several security keys, and you can then do a web search for merchants that sell them. Amazon being one, but there are many others.

DO carefully ready the related article.

You’ll need to purchase to proper style key which can work on particular device you’ll be using to add them to your AppleID …

… as well as any other hardware (e.g. PCs) you might potentially use to access your AppleID.

One option: https://www.yubico.com/store/#for-individuals

Another option: https://www.amazon.com/yubikey/s?k=yubikey