1. Download Salesforce Authenticator App in your phone.
2. In the profile or permission set, set Session Security Level Required at Login to High Assurance.
3. In the Session Settings, add Two Factor Authentication.
4. Try to login.
5. It will show the screen to enter the words from Salesforce Authenticator app.
6. Click Add Account in Salesforce Authenticator app to get the words.
7. Click Connect button to connect.