Does macOS support logging on with a PIN like Windows Hello/Windows Hello for Business?

Technically speaking you can just change the user account password to a pin number 4 or 6 digits long if that is what you want. You won't get a special pin screen though.

click here ➜ Change the login password on Mac - Apple Support

There is no specific pin function on Mac, though you can access a Mac using bio-metrics such as a finger print if you have a compatible Mac or external keyboard with Touch ID.

Additionally, if you have an Apple Watch, it can be used to unlock the Mac also.

click here ➜ Use Touch ID on Mac - Apple Support

and here ➜ Unlock your Mac with your Apple Watch - Apple Support

JuliusPIV wrote:

Does macOS have a built-in ability to support a 'PIN' credential, like Windows Hello/Windows Hello for Business• , without having to rely on a third-party product be it software or hardware like YubiKey?

At the moment, the closed I have seen, taking into the specific constrains mentioned " without having to rely on a third-party product be it software or hardware like YubiKey? "

Use Touch ID on Mac

Even using Touch ID, are very specific conditions that Must be Met.

Added Security Feature in macOS

macOS - Security - Apple

Mac app security enhancements

Protecting against malware in macOS

Must say on behalf of both myself and my Learned Colleague

You are Welcome