Looks like you don't according to Paypal
https://www.paypal-community.com/t5/My-Account/No-Mobile-Phone/td-p/1873289
and
https://www.paypal-community.com/t5/My-Account/Don-t-have-a-mobile-phone/td-p/1793956
many other threads about this and no help from Paypal. Load of nonsense I.M.O there's many alternatives possible, for example I just got an email from one of my banks today about S.C.A. here's a quote from the message
"With more of us shopping online and scams becoming more sophisticated, it’s our job to always keep you safe and secure. That’s why we’re making some changes to the way you pay when you’re shopping online.
What’s changing?
In order to comply with new regulations, we’ll often ask you to confirm that it’s really you who’s making the purchase when you use your debit or credit card to pay for something online. To do this, you’ll need to enter a One-Time Passcode (OTP) that we’ll send to your mobile phone. If you don’t have a mobile we’ll send to your email address or landline.
You’ll only be able to receive an OTP, and therefore complete your purchase, if we can get in touch with you using the contact details you’ve given us.
It’s important to make sure that your information is up to date."
Can't see any reason Paypal can't do something similar
