Two-factor authentication is an additional layer of security for your Apple ID that is designed to prevent unauthorized access to your account and protect the photos, documents, and other data that you store with Apple. Two-factor authentication can keep your account secure even if someone has your password. And since it’s built right in to iOS 9 and OS X El Capitan, it’s easy to use.
Two-factor authentication is a new service (in the public beta phase) built directly into iOS 9 and OS X El Capitan. It uses different methods to trust devices and deliver verification codes, and offers a more streamlined user experience. The current two-step verification feature will continue to work separately for users who are already enrolled.
1. Sign in with your Apple ID on a device running iOS 9 or OS X El Capitan.
2. If you are eligible to enroll, you will be presented with a “Two-Factor Authentication” screen in setup assistant.
3. Tap “Continue.”
4. Verify a trusted phone number to enroll.
If you are not setting up a new device, you can check your eligibility at Settings > iCloud > Account > Security on your iOS 9 device, or System Preferences > iCloud > Account Details > Security on your Mac. If you cannot enroll via any of these methods, your Apple ID is not currently eligible for two-factor authentication.
For more information visit: https://developer.apple.com/support/two-factor-authentication/