When you are entering your phone number, you do not need to enter the first 2 zeros (00) or the plus symbol (+) when entering your number. For example, 15554266.
A 6-digit code will be sent to your phone and you would need to enter that into the box shown on the screen.
Once you have verified your number, you can set up Two-Factor Authentication via SMS.
Click here to set up Two-Factor Authentication via SMS.