Q: how does Apple transmit verification code for iCloud Keychain set-up if I have no iPhone?

Using a Mac with OS X Mavericks v10.9 or later

1. Choose Apple () menu > System Preferences. Click iCloud, then select Keychain.
2. Enter your Apple ID password.
3. Click Advanced, then choose one of these two options:Follow the onscreen instructions to complete setup of iCloud Keychain.
   • Get a Random Security Code.
   • Don't Create Security Code. Choosing not to create an iCloud Security Code means that your iCloud Keychain is stored only locally on your Mac and updates only across your approved devices, not with Apple's servers.
4. Follow the onscreen instructions to complete setup of iCloud Keychain.

Using a portable Device with iOS 7.0.3 or later

1. Go to Settings > iCloud > Keychain.
2. Enter your Apple ID password.
3. When asked if you want to use your device passcode as the iCloud Security Code, tap Create Different Code.
4. Tap Advanced Options, then choose one of these options:
   • Get a Random Security Code.
   • Don't Create Security Code. Choosing not to create an iCloud Security Code means that your iCloud Keychain is stored only locally on your device and updates only across your approved devices, not with Apple's servers.
5. Follow the onscreen instructions to complete setup of iCloud Keychain.

The information I posted was obtained from the Apple Knowledge Base Centre. Did you try these options and what happened when you did?