Sign in to the your Synology account, then you will be presented with the list of available authentication methods (which now include the Security key option;

You will now be prompted to enter the PIN code for your Fido2 key.

At the prompt "Security Key PIN", enter the PIN code, then click . 

(in the case of a Fido key with a fingerprint reader you will need to swipe your finger on the key);

Next you will asked to touch the key;

Once the key has been touched you will be logged in to your Synology account.