Some non-smart cell phones (such as flip phones) may be unable to run the Duo Mobile app.
This article contains instructions on how to register a cell phone with just a number. Phones registered this way can receive SMS passcodes (over text message) and also phone calls to verify your identity.
Please note that for smart phones with the capability to use it, the Duo Mobile app is the preferred method of interacting with Duo Security for two-step login. The app is secure, convenient, and provides you with the ability to generate passcodes you can use later as an emergency backup.