When an incoming call is made to your Twilio number, Twilio will make an HTTP request to your Voice Application. Your application will then be expected to respond with appropriate TwiML for handling the call.
For Twilio to know where to find your application, you will need to configure your phone number, in either Console or via the REST API. For full instructions, please see our article Configure a Twilio Phone Number to Receive and Respond to Voice Calls.