Unlike a regular phone number, Twilio needs to be told what to do when someone makes a call or sends an SMS to you.
What we'll do is look for a URL that is attached to your phone number for voice or SMS and then make an HTTP request to that. Whatever script that is sitting on that URL is then executed.
As long as you have a URL set up, you should be all set to receive incoming calls and messages. Here's how to set up an application URL for your phone numbers:
1) Log into Twilio.com and go to the Console's Numbers page
2) Click on the phone number you'd like to modify
3) Paste in the URL you want to use. If you're unsure of what this should be, you can check out our Twimlets to generate some.