Steps
Purchase this yubico key (YubiKey 5 NFC): https://support.yubico.com/hc/en-us/articles/360013656980-YubiKey-5-NFC
Follow this article first: https://support.yubico.com/hc/en-us/articles/360016649039-Enabling-the-Yubico-PPA-on-Ubuntu
The OS I installed on was Ubuntu 21.04
# lsb_release -a No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 21.04 Release: 21.04 Codename: hirsute
Next, this article: https://support.yubico.com/hc/en-us/articles/360016649099-Ubuntu-Linux-Login-Guide-U2F