Hi,
On the Mac in Preferences > Accounts you should have added and Apple ID and a Password for that ID (or used 2 Step Verification).
That should have logged in the Apple ID for the iMessages account and the right hand pane should have listed the Apple ID and then again in the Receive At list underneath that.
Then you would normally go to the iPhone and Enable the Messages app if it is not already.
You have to wait for the number to Verify (register).
Then you can, in the Send and Receive section, Add the Apple ID.
This does two things.
Creates a second item in the iPhone's Send and Receive list for the Apple ID and cause a Pop up on the Mac.
The Pop up says a new device is using the apple ID and when you accept it adds the iPhone Number as a active item in the Receive At list on the Mac version (which in turn shows th Start Conversations From Drop down as well)
If you decline the Pop up then the info is still added to the list but it is not ticked (it is inactive).
It sounds like you have not set up the iPhone yet with the Apple ID in Messages (It is separate for the iCloud settings in Setting even if it is the same ID - it can of course be different which is why you have to added in Messages separately).

7:58 pm Sunday; September 10, 2017
iMac 2.5Ghz i5 2011 (Sierra)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
iPhone 6 iOS 10.x and an iPad (2)