Hello, thank you for reaching out to Microsoft Q&A.
After entering your email address and password, you will be asked to verify your identity on your iPhone (Apple device). That is,
A message with a verification code will be sent to your Apple device (iPhone or iPad). Unlock the device that you have, approve the sign-in request for your account, and a verification code will be displayed. Enter that code in iCloud for Windows, and you should be able to sign in successfully.
Are you having trouble signing in after entering the verification code, or are you no longer receiving any verification codes?
Have you tried reinstalling the iCloud for Windows app and then checking if you can sign in successfully?