Hello Yhomma,
Indeed, you can change the phone number that the code is being sent to. The following article details this process.
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.
iCloud: Troubleshooting iCloud Keychain
http://support.apple.com/kb/TS4644
Cheers,
Allen