Yes it does, as of the June 2021 release of iOS 15 and iPadOS 15. It’s built into the iCloud Keychain, and you’ll find it by going to Settings > Passwords. Then add a new password or edit an old one. Go to Account options and select Set Up Verification Code… – you’ll then be prompted to Enter Setup Key or Scan QR Code, just as in the tutorial above. Users of older iOS versions will have to use a a third-party authenticator.