SMS message with code sent ---- can't locate on G4??? HELP

[billo14]

Was downloading an app which a MSM message was indicated/sent with a code to finish my sign-on to the app. Have tried the download twice. Both times a message of a MSM was sent with code. New to this phone, but no note in EMAIL, PHONE, OR ANYWHERE I can find. Any ideas out there what I'm doing or not doing correctly?