It is sending a code to your trusted device or trusted telephone number which you then need to enter into the device into which you are trying to sign in. If you aren't receiving them then verify you are using a trusted device or number. You can only enter a code request a certain number of times before you have to wait until Apple will let you try again.
This is from the section "About trusted phone numbers and trusted devices" in the article: Two-factor authentication for Apple ID - Apple Support
To see, add, or change your trusted phone numbers use one of these methods:
● On your iPhone, iPad, or iPod touch: Go to Settings > your name > Password & Security. Next to Trusted Phone Number, tap Edit.
● On a Mac computer choose Apple menu > System Settings (or System Preferences), then click your name (or Apple ID). Click Password & Security, then add or remove a trusted phone number.
● Using a web browser: Go to the Account Security section of https://appleid.apple.com .
Similar information for the iPhone can be found here --> Manage two-factor authentication for your Apple ID from iPhone - Apple Support
If you had set up an Account Recovery Contact ( Set up an account recovery contact - Apple Support ) you can also get a code that way.
If you can’t sign in, access a trusted device, reset your password, or receive verification codes, you can request account recovery to regain access to your account. This article explains how to recover your Apple ID after a waiting period - How to use account recovery when you can’t reset your Apple ID password - Apple Support
You may also wish to read the articles 'Two-factor authentication for Apple ID' ( Two-factor authentication for Apple ID - Apple Support ) and 'Get a verification code and sign in with two-factor authentication' ( Get a verification code and sign in with two-factor authentication - Apple Support ). Various sections contain information that is useful in understanding about the trusted devices (an iPhone, iPad, or Mac that Apple knows is yours) system, and how to get a verification code on a trusted device or at a telephone number.