See also the official documentation:
Help Center > Members Manual > Setting account preferences and viewing account information > Setting up two-factor authentication (scroll down the page to see that topic)

Choose Account from the drop-menu under your name, in the upper right corner of any Groups.io page (when you are logged on).

Select the Security page from the navigation list on the left.

(to be written)

Note: Login cookie expires after 30 days; you will need to re-authenticate using the second factor each time it does.[1]

-----

[1] Beta@ message #13640, by Mark Fletcher