2-Factor Authentication is a way to protect your Brick Universe accounts from being accessed by anyone else. The 2FA code changes every 20 seconds. The backup codes exists incase if you lose the device.
First, Look for your username on the navigation bar and click it. You should see something like this below. Click the "Account Settings". The link is highlighted under the red box.
Then, you should scroll down and see this section on the account page. Press the "Enable 2FA Button". It is higlighted in yellow.
Finally, you should see this popup. Download an Authenticator App and scan the QR code and enter the code. The Authenticator app should look like the one below the screenshot of the popup.