No, you are asked to enter your email address during the authentication step, but you cannot receive the verification code via email. Please select Text or Phone.
The phone number you enter on the two-factor authentication screen should be a mobile phone or landline that you have immediate access to in order to receive the texted code, or if you selected to receive the code via Phone you will receive an automated phone call and a recorded voice will verbally provide the code.
Remember to click the "Don't ask for code again on this computer" if you trust your computer and you wish to bypass this step in the future.