When a bank wants to verify your identity before adding your card to Apple Pay, it will normally send you either an email or a text message with a one-time verification code (which may only be valid for, say, 10 minutes). Some banks also allow verification by phone or by secure message (via their own website).
If you haven't received a verification code, it may mean that your bank doesn't have your current cell / mobile phone number or email address. Or they may expect you to call them, so that they can verify your identity that way.
Contact your bank, update your contact details with them (email address, phone number, etc), check what verification method they use and - if they normally send a code - either ask them to send it again or try to add the card again.