You can enable 2-Step Verification on FB from the below option, if it is not enabled already.
But this will send an OTP SMS to you only when you login from an unknown browser. To get OTP SMS from Facebook at every Login, go to "Your Browsers and Apps" and remove all browsers from there. Becareful while removing apps, it can effect those apps which are connected to FB.
Logout of FB and login again, it will send you an OTP SMS, once you have entered that, it will ask if you would like to save this browser, choose "Don't Save".
So now when you will login from this browser again, you will again get an OTP SMS. This will keep on happening until you choose 'Save Browser'. After login, you will also see this as a notification.