I want to help you successfully connect your bank into QuickBooks Online. For that, I need to know which bank are you trying to set up online banking for?
Regarding the connection, it looks like your bank is using 2-factor authentication. To get help with the security code for verification, you may reach out directly to your financial institution for help. They can assist you further with account specific questions and protocols.
For now, I'll be leaving some related articles to help you with the connection: