Visit https://account.microsoft.com/
Sign in your account
Click your avatar and click My Microsoft account
Find the Security section
Click Update
Find the More security options section
Click Explore
Find the Windows Hello and security keys section
Click Set up a security key
Insert your FIDO2 security key, click Next
Click Continue
Enter the PIN of the security key
Touch the key
Click Allow
Enter a name for the security key
Click Next
Done!
To check security keys that you have registered in your account, find the Windows Hello and security keys section
Click Manage your sign-in methods