[chaz6]

I got as far as plugging in the key, and then it said "Windows companion devices are disabled on your system. Contact your system administrator." My computer is a standalone desktop, not connected to a domain.

Edit:

If you run into this problem, here's how to fix it

To modify local security policy

Open the Local Group Policy Editor. To do this, press the Windows key, type R, and then type gpedit.msc. In the Local Group Policy Editor, from the top level Local Computer Policy, navigate to Computer Configuration > Administrative Templates > Windows Components > Microsoft Secondary Authentication Factor. In the right pane, click the link to Edit policy setting. (You can also double-click the setting to Allow companion device for secondary authentication.) The default state is Not configured. In the setting screen, select the option for Enabled, and click OK. If this option is already selected, your policy is set and you can click Cancel. Exit the Local Group Policy Editor and the Management Console.