There are many ways to explain this. This is the same info, just presented differently.
A Trusted Device is any Apple device which is signed-in with your AppleID. All trusted devices will receive the 2FA verification code ASSUMING they have a “live” data connection to the internet. (w/o “live” data they won’t know to “pop-up” the special dialog box)
Trusted Devices do NOT receive the codes via SMS.
A Trusted Number is any voice or SMS-capable number(s) you designate to receive 2FA verification codes in the event that you DON’T have access to your Trusted Devices.
They do NOT automatically receive codes; they are sent individually, one-at-a-time to the specific number which you select from your pre-designated list. (After correctly entering your AppleID and Password)
They are effectively “recovery” numbers.
Your actual device generally should NOT be a trusted number. (That would potentially allow fraudsters to receive your 2FA code simply by placing your SIM into their device)
I hope this helps … ???
See also:
Get a verification code and sign in with two-factor authentication - Apple Support