To receive the code, you will need to apply using a US cell phone number that is backed by one of the major US wireless service providers. You will not be able to apply while using a VPN, with a VoIP number, or with any virtual phone numbers. You must currently be within the 50 states of the US to receive the code.
If you still don't receive your phone code within 20 seconds, you can resend the code by clicking "Resend Security Code".