As @MichaelAnnis suggested, you can set up SMS to email forwarding, then flow (cloud or desktop) check the email for the code.
However, it poses some risks, such as other sensitive text messages forwarded to the email, dev access to the person's account without their timely knowledge, etc.
What is possible, depending if this is desired to make user aware of the flow execution/logon to the site, is this:
1. Use PA cloud flow to run PAD flow that logs to the app
2. When the app asks for a token - PAD calls PA (cloud) flow that posts a message on teams (adaptive card, for example)/other supported messenger app
3. User responds with a code, or info that they want to cancel
4. CLoud flow completes and passes the data to the PAD flow
5. PAD flow completes the login process or cancels based on the returned information.
So it all depends on what process you want to implement and risks/decisions you and the person owning the app account take