Microsoft Authenticator has been the first party time-sensitive authenticator for Windows Phone for years, perfect for quick two-step verification of a sign-in attempt on another device. A month ago a full Windows 10 UWP version of this appeared for Fast Ring Insiders and this has now rolled out to people using production Windows 10 Mobile. There's not much to it in terms of interface, but it's a future proof way of calculating standard authentication codes for a variety of accounts - plus there's an extra trick that, when challenged, for compatible login systems it can also put up a quick 'Approve' or 'Deny' button set - faster than typing in or copying and pasting an authentication numeric code, the more traditional technique, shown below.

I liked the animated timer showing how long you have before the code shown expires. Also, for supported sites and systems, there's a simple button challenge:

You can grab the new Microsoft Authenticator UWP app here in the Store - it's available for most phones running Windows 10 Mobile (Anniversary Update needed) - my 'production' Elite X3 just installed it - see the screenshots above.

You can manage your Microsoft account here, including setting up two step verification/authentication.