I cannot add phone number to my Microsoft Account.

For personal Microsoft accounts, Microsoft now says you can no longer add a phone number as a new security method. Their current support article states: “For increased security, you can no longer add a phone number” when adding a new way to verify sign-in.

https://support.microsoft.com/account-billing/microsoft-account-security-info-verification-codes-bf2505ca-cae5-c5b4-77d1-69d3343a5452

See the first and last items in the gray text box.

You will have to use the existing options that are offered.