How do I set up Two-Factor Authentication without a smartphone?

This information comes directly from Nexo's help center

If you do not possess a smartphone at the moment or you wouldn’t like to use it for any reason, you can choose to use the SMS Authentication in the Security page of your Nexo account.

Please make sure that you first disable the Google Authenticator/Authy option if it has previously been enabled.

Or you can also use the Google Authenticator extension for Chrome browsers.