Apple has finally made two-step verification available in Canada, France, Germany, Japan, Italy, and Spain. Enabling this feature will greatly improve the security for your Apple ID.
Apple doesn’t use an authenticator app like Authy or Google Authenticator to send their 4 digit codes to iOS devices. The code is either send directly to your iOS device or alternatively you can add a phone number that will receive a SMS containing the code. Additonally you get a recovery key in case you aren’t able to access any of your devices or forget your password.
Once Apple requires a code to authenticate yourself you can then decide on what registered device you want that code to show up. A few seconds later you get the code and you just have to enter it on your screen.
You can enable two-step verification for your account on Apple’s My Apple ID page. From there go to Password and Security.
Additional information about two-step verification can be found in Apple’s Frequently asked questions about two-step verification for Apple ID.