Are you talking about 2FA login for your own user account or U2F/PIV/WebAuthn in your browser? The latter seems to work out of the box on any non-snap or flatpak browser, but the former needs a bit more setup as that is not a standard feature in Ubuntu yet. I recommend using ykman and yubico-piv-tool for configuring yubikeys in linux, but Yubico also provides a GUI application on their website