How to use U2F key for Windows 10 login?

Solution 1:

No, Windows does not support U2F for system login. As far as I can gather from the marketingese in that blog post, the FIDO support is about Windows itself acting as a credential – and most likely as UAF (as the primary factor), not U2F.

Solution 2:

Windows 10 does support certain FIDO2 devices, however while there are many keys that are FIDO2 certified by the FIDO Alliance, Microsoft requires some optional extensions of the FIDO2 Client-to-Authenticator Protocol (CTAP) specification to be implemented by the vendor: Resident key, Client pin, hmac-secret, Multiple accounts per RP.1

Also, as I understand it, the key is to be used as a true second factor, ie, you still have to enter a password, PIN or fingerprint, you cannot just use the key alone.

The setting can be found under Sign-in options.