The only way to make a phone number required at checkout is to use a payment gateway that requires it.
That being said, below is a tutorial that explains how to make the phone number field appear required:
Best of luck!
Lily Rogers | Shopify Guru
I second Robert's post. We just went live on our new Shopify site, and not a day has passed without a customer failing to submit a phone number. Not only do we need to give FedEx a phone number, but we have to be able to get in touch with our customers about their orders. We're on a deadline here!
The phone number should be mandatory by default. Better still would be an option to have it be mandatory or not.
Changing my payment gateway just to get customers to enter a phone number is not a valid option.