Go to:

https://aka.ms/myscurityinfo

Click Add sign-in method. 

Choose phone from the dropdown list 

Choose “United Kingdom” from the dropdown list and enter the phone number, then choose text or call 

If you choose “Text me a code” you will receive a message with the code; enter the code when prompt to do so. 

If you choose “Call me”, you will receive a telephone call and you press # when told to do so.