To set up Two Factor Authentication, you will need to use an authenticator app that can scan a QR code. Common apps include "Authenticator" "Google Authenticator" and "Microsoft Authenticator"
Navigate to settings by clicking the arrow in the upper right hand corner of the apps. In settings, under the general tab, you will see the security section. In the security section you will see, "Two Factor Authentication". Click configure and scan the provided QR code with your authenticator app.
Here's a video showing this process: