1. On the bottom of the setup page, choose I want to setup a different method.
2. Under Which method would you like to use, select Phone and click Confirm.
3. You will select your country code on the drop-down menu. Enter your phone number to the right.
4. Select your verification method.
5. After verifying, you will be prompted to set up the Microsoft Authenticator app as a secondary verification method.
NOTE: This is the least secure and slowest of the methods and not recommended except for backup purposes (Good for when you get a new phone).