how can i activate my new phone without the verification code

i got a new iphone today and they told me they did not set them up in the store anymore and for me to go home and log into my icloud and it would set up that way. but the only way to get into my icloud on this new phone is for a security verification code to be sent to my phone number, but i cannot access texts without logging into my icloud, so you see the dilemma here. I think in the past they usually do it in store with the old phone, so i think the lady just screwed me over sending me home without doing that. i tried calling the tech support but they couldnt bipass it and said i would have to get ahold of apple to be able to do that