Dear Pietot, do you see any error on the screen, or there is no error and code just does not come?
Did you check your Telegram account on the phone? The thing is, Telegram is not always sending confirmation code via SMS, it can send it as a Telegram message to you. Please check. If there is no code there too - then I will need more information - version of your application, your OS as well as phone format you are using (first few numbers).
Please also take into account that Telegram has very strict security limitations, something around just 3-5 authorization attempts per day. If you tried more than that, there is no point continue trying. You will have to wait for one day before trying again.