Two-factor authentication is the most effective way to protect your org’s user accounts. As a Salesforce admin, amplify your org’s security by requiring a second level of authentication for every user login. You can also require two-factor authentication when a user meets certain criteria, such as attempting to view reports or access a connected app.
Refer Trailhead Module for Complete Step by Step Procedure
https://trailhead.salesforce.com/en/content/learn/modules/identity_login/identity_login_2fa
Salesforce Login
Open Salesforce Authentication App, click the Approve Button to finish logging in to Salesforce as User.
After the User logged in this screen will appear.
If the Deny button is clicked below screen will appear.
Thanks
Amol Gawali