So if I understand this correctly you want to open the authenticator app to get the code to log in to another system (email etc.).
If I have that right the code it wants is NOT the authenticator code, it is your phone/tablet unlock code. If you don't have one of these set you need to create one.
Think about it, to verify you are authorized to get the code to access whatever site or system you need the authenticator code for it needs to at least have you prove you know how to get into the device you're using, without that anyone could pick up your phone and get access to your data.
Try using the phone unlock code, it will let you in to get the code you're looking for.