When I try to use my Yubico 5 NFC FIDO key to authenticate on any portal, Windows opens a Windows Security dialog asking for a PIN. I don't remember having created a PIN.
I can't find it when trying now, but there was an option for forgetting the PIN, directing to Settings > Account > Sign-in options. It has option to change the PIN, but it requires knowing current PIN.
I'm lost now. Windows doesn't let me use my FIDO device and doesn't let me change the pin.
Update: thanks to @John, I enabled Windows Hello PIN. With it, when authenticating on a portal that alrdy had the key added, Windows Security is asking for Hello PIN instead of tis key PIN, and I'm able to authenticate.
But Windows Hello is bypassing the physical touch on the key to allow its use, that's troubling because some software would be able to use it without physical authorization.
And when I try to add the key to a portal that doesn't have it, Windows Security turns back into asking the key pin and I'm unable to add it.
Based on these behaviors, I guess that Windows Security has some bug with FIDO or Yubikey 5 NFC. I can't assure I hadn't created this PIN, but I don't remember it.