A phone number allows you to easily send an SMS message to your device from another SMS-compatible device. Phone numbers are NOT necessary to deliver an SMS via API calls or via the Dashboard - they enable you to send an SMS to your device directly from another cell phone.
To purchase a phone number follow these steps:
1) Click on your device to go to the device's page
2) Go to your device's Data Plan page
3) Scroll to the Phone Number section and hit Purchase Phone Number
4) Select the country for the phone number
5) Click the Purchase Button