When you are activating your account, you will see the screen "Keeping your account secure" right after the screen that states "More information is required". if you want to choose a different method besides the authenticator app, you can select the "I want to set up a different method"link on the lower left side of the screen.
Next, select alternate methods from the drop-down such as Phone, Email, and Alternate Phone.
Provide the necessary information to verify your identity based on the methods you select.