Figured it out. Yes you log on, go to "my account" and click on "set up authenticator". Have to have app open and account info open at the same time. It will give you a 7 digit code to enter then a 20 digit right below that. Enter the 7 digitt first, then it will ask for the 20 digit code(they cannot be copied and pasted so write them down carefully). After that, the app will display an 8 digit code that you put in a space at the bottom of the account page. From that point on you will need authenticator to log on.
"It" will give it.
Where will I see this code? I've had both the app and the website open; it doesn't change anything. I click set up authenticator but I get no codes.
Edit: Oh, wow I figured it out. I had to click "Don't set up authenticator" first. Once that is done it will give me a list, asking me if I want to set up a mobile one, or physical one. Click the mobile bar link, and you're golden.