Firstly, go to manage.yodel.io/integrations and click on the "+" sign next to HipChat.
You will then get redirected to your HipChat account. Yodel needs your permission to access information in HipChat, please approve the requested information.
After you've hit "Approve" you get routed back to the manage.yodel.io interface. You can now connect your phone number to your HipChat channels.