I don't think it does (although I'm not 100% certain). We use Duo Mobile[0], which pushes a challenge to the phone, then I have to acknowledge it. It's not the standard "enter the 6 digit code" that Google Mail and most 2 factor systems make use of.
Damn, there's a Windows Phone 7 version too: https://guide.duo.com/windows7-phone -- I swear there wasn't when I was making this transition. Huh, that's a little frustrating. Oh well.
[0] https://itunes.apple.com/us/app/duo-mobile/id422663827?mt=8