You can set up 2-step login by going to the settings page and choosing 2-step login.
You can then follow the instructions to set up 2-step on your account.
If you'd like to use app-based 2-step login, instead of just SMS, you'll need to set this up via your TransferWise app (iOS or Android). Find your settings page, and register your device for app-based 2FA. You can follow the onscreen instructions to complete this.