Printer asking for WPA2 code during setup

That would be the password for your wi-fi network.

If your wi-fi network is secured with another type of password security, you may have to change it to WPA2 to enable access by your printer.

Exactly how one goes about changing their network security depends on the specifics of the router that provides the access. You may need to contact your ISP for guidance if you don't know how. Many routers can be accessed from a browser directed to a web address resident in the firmware of said router.