http://support.apple.com/kb/HT5813
How do I set up iCloud Keychain on a new device if I don't have one of my other devices to approve from?
If you don't have access to any of your other devices that are using iCloud Keychain, you can still set up iCloud Keychain on another device if you have these items:
Your iCloud Security Code
The device that is using the SMS-capable phone number you provided when you first set up iCloud Keychain. A verification code is sent via SMS to this phone number. If you don't have access to this number, contact Apple Support, who can verify your identity so that you can complete setup on your new device.
If you have these items, follow the iCloud Keychain setup steps documented above. Your iCloud Keychain will then be pushed from the cloud to the new device.
http://support.apple.com/kb/TS4644
I'm not receiving the verification code via SMS.
Make sure that you have a good cellular network connection on your phone.
Check that your phone number is one that can receive SMS messages. You can do this by having someone send you a text message.
Check that you have the correct phone number associated with your account:
Devices using iOS 7.0.3 or later: Tap Settings > iCloud > Account, then tap Keychain. Check that the phone number listed under Verification Number is correct. If not, enter another phone number.
Macs using OS X Mavericks v10.9 or later: Choose Apple () menu > System Preferences. Click iCloud, then click Account Details. Check that the phone number listed under Verification number is correct. If not, enter another phone number.
Check Apple System Status to see if there is currently a service outage affecting iCloud Keychain.
If you do not have access to a device that has iCloud Keychain enabled, you can contact Apple Support and verify your identity for help completing iCloud Keychain setup.
