If you're authenticator codes are not working during or after setup then the following steps normally resolve the issue:
Check time is correct
Open settings > general > Date & Time or settings > Date & Time
Make sure Set Automatically/Automatic is switched on
If you amended try to login again now
Android with Google Authenticator
If the previous step didn't work and your using Android device try the following:
Open Google Authenticator
Tap More > Settings > Time Correction > Sync now
Try to login now