Do I need an Apple device to set up 2 factor authentication?

An Apple device is needed to enable two factor authentication. If you do not have an Apple device, you may be able to enable this with a Apple device that is owned by a colleague.

On your colleagues device, you would sign out their Apple ID and sign in with your Apple ID to enable 2 factor authentication. Once 2 factor authentication is enabled, you can then sign out of the device and sign them back in with their Apple ID.