Please note that Login Guard module must be enabled on your site for the Google Authenticator setting to be honoured.
To enable the Google Authenticator system for your WordPress site, go to Shield Security Dashboard => Settings => Login Guard module => 2FA Google Authenticator and click to enable it.
When this system is enabled, users will have the option to add Google Authenticator to their WordPress user profile.
Important: This enables the functionality, but it must be then in-turn configured for each individual user who wishes enable it for their own account.
To learn how to enable Google Authenticator for your WordPress user account, read the article here.