I am trying to connect my electron to my phone via SMS, but I find the documentation confusing. What is the procedure to do so?
The Electron cannot send a SMS using the included Particle SIM.
You may be able to use a 3rd-party SIM with a phone number and SMS enabled, however this is not supported natively by Device OS. You have to issue AT commands to the modem to do this. This does not work on the Electron LTE, only the 2G/3G models.
You can use a paid 3rd-party Internet service like Twilio to send SMS using a webhook. Instructions and a library for doing this can be found here: https://github.com/rickkas7/SmsWebhookRK . Note, however, that you now need to go through the A2P 10DLC registration process to send a SMS message to a US phone number. This doesn't cost anything, but may take several weeks.
Another option is to use an app-based solution like Pushover instead of SMS, which is usually cheaper and easier.