Two step verification

If you really mean the older two-step method Apple replace over a year ago then:

Two-step verification for Apple ID

Two-step verification for Apple ID - Apple Support

Refer to the section: "How do I turn off two-step verification?

Sign in to your Apple ID account page.

In the Security section, Click Edit.

Click Turn Off two-step verification.

Create new security questions and verify your date of birth.

If instead you mean the current two-factor method:

Read the document: "Two-factor authentication for Apple ID" - Two-factor authentication for Apple ID - Apple Support

Two-factor authentication is enabled by default on new Apple IDs and cannot be turned off.

"If you're already using two-factor authentication with your Apple ID, you can't turn it off."

If you have an account where you only very recently activated Two Factor Authentication, note this section of the Apple support article -->

"If you updated to two-factor authentication inadvertently, you can turn it off within two weeks of enrollment. If you do, your account is less secure and you can't use features that require a higher level of security."

Contact Apple. Click here --> Choose your country or region - Official Apple Support Select your country, then a product. If you don't see one that handles your issue then keep experimenting with selections until you reach one that gets you a chat session or a telephone call and get the representative to redirect you.

or:

Contact Apple for support and service by telephone --> Contact Apple for support and service - Apple Support

If you say it is "not working" then feel free to ask Apple about this. Those are the two methods you could be using (and I have absolutely no way of knowing which one you have except if you tell me). The first and older method you can apparently still turn off. The second one cannot be turned off for most people.

Contact Apple. Click here --> Choose your country or region - Official Apple Support Select your country, then a product. If you don't see one that handles your issue then keep experimenting with selections until you reach one that gets you a chat session or a telephone call and get the representative to redirect you.

or:

Contact Apple for support and service by telephone --> Contact Apple for support and service - Apple Support

What about it isn't working? Where exactly do you have problems?

https://community.roku.com/t5/Channels-viewing/Apple-TV-two-factor-authentication-failing/td-p/791745

How to use the Apple TV channel on your Roku® streaming device

https://support.roku.com/article/360036652634