I just have a tablet with Fido (my phone is with Rogers) and I use the app on my phone. I know there's *technically* a phone number associated with the tablet, but I don't get texts on it. It's forcing me to sign in with the phone number, though, not a login, so I can't use the app.
Are you referring to the 4-digit code via text? I believe they send the code to authenticate your device and account (see here). If you still haven't received the code, you might consider deleting the app and re-installing it to see if they will send another code.
Hope this helps