BI Connector's SSO integration module enables users to login to OBIEE from Tableau/Power BI/Qlik using their SSO username/password.
If you have configured Duo two-step authentication for logging in to your OBIEE, there need not be any additional configuration required in the BI Connector.
We can just select WebAuth (with SAML) as the "Single Sign-On" option after entering the OBIEE server credentials as shown below:
Upon clicking Test Connection/Save, BI Connector would then connect to your Duo Server configured for your OBIEE and upon proper authentication from Duo, the BI Connector would connect to your OBIEE Server.