Hi there,
It's a great idea to connect your bank to your QuickBooks account to import your transactions. This method of entering transactions into your QuickBooks Self-Employed account makes sure that all transactions on your bank statement are there for you to categorize. I can provide some insight into importing transactions.
Two-step verification is a security measure on a bank's website that QuickBooks can't get through, as it's made to stop any automatic services to connect to your financial institution's site. In order to automatically connect to your bank, this measure of security would have to be removed on your bank's site. Alternatively, you can follow these steps on how to manually Add transactions in QuickBooks Self-Employed.
If you have any other questions, feel free to reach out here.