WordPress does not natively have built-in support for two-step verification when logging into the backend of a website.
If you want to use this type of security, you can, for example, use the WP 2FA plugin, which will make sure that despite providing the correct data such as login and password, you will also have to confirm the login attempt by entering the code received to the e-mail box or entering a one-time code from an application on your phone such as Google Authenticator.