Actions for setting iOS and Android apps are practically the same:
1. First, you need to install the Steam app and log to your account. You can download the app from the following link (Steam App, not a Steam Chat);
2. To open the app menu, click on the button in the upper right corner and select "Steam Guard";
3. After that click on the "Add authenticator";
4. Select the international call prefix for your country and enter your phone number;
5. Steam will send you a confirmation email. Click on the "Add Phone Number" in the received email. Then return to the Steam app and click "Next";
6. Shortly after that, Steam will send you text message with the confirmation code;
7. Enter the code to confirm that you can get messages from Steam. If you didn’t get the code click on the "Resend" and try again;
8. When the code is successfully entered, you will see the Recovery code. Write down the code and keep it in a safe place. Don’t skip this step;
9. When the mobile authenticator is successfully enabled, you'll see unique Steam Guard code which updates periodically. When you log in to Steam you'll be asked to enter the code.