An Apple 2FA six digit code will only ever be sent to you by text if you specifically have set up a backup text number and then request a code to that backup. Otherwise, normal 2FA codes come by iCloud push notification.
The push notification will say where the request to use your AppleID originated from overlaid on a small map image. Your only actions will be to “allow” or not allow. If you tap not allow, the notification vanishes. If you choose allow, the six digit code will get decrypted and pop up on the screen.
The older 2 step verification system does use 4-digit codes and is sent as an SMS message. But there is no telephone number or URL or any actionable links in that message. It is just some text and the code itself. There is no telephone number mentioned to call.