To display a phone number as the caller ID for outgoing voice calls, you have to verify it once.
Add a phone number
Open Settings -> Sender IDs, click New Sender ID and enter the phone number you want to verify. Save the entry.
The new number appears in the list with a Verify button.
Start the verification
Click Verify. The Verify Caller ID dialog shows how many verifications you still have left this week (max. 2 per number). Make sure the phone is at hand and ready to receive calls.
Click Start Verification to trigger an immediate call to the number. A voice reads out a 6-digit code which you type into the dialog's input boxes.
Once the code is entered correctly, the number is enabled as a voice sender.