2fa usb

I want to set up 2FA with a USB key on a Windows 10 system.  The instructions tell me to push a button on the usb key.  I have never seen a usb with a button on it.  So, what is the size of the file, how should the usb be formatted, and which usb with a button would you guys recommend?  I might add that I am new to Norton 360 Ultimate with Life Lock.  In the past few years, I have had three different credit cards cloned.  Last month my bank account was compromised.  That was the last straw.  I want to make my laptop and personal information as safe as possible.  Any help will be greatly appreciated.