If you select the "Text Message or Phone Call" option, you will be prompted with a field to enter your mobile phone number. Once you enter your phone number, select whether you would prefer to receive a text message or an automated phone call to receive the code. Then click "Continue". On the next page, you will type in the code that you received.
Once you enter the 6-digit code, click “Continue” and the 2-factor authentication enrollment process will be complete and you should see the success screen below.