You will need to delete an app or video you don’t use/need to make room on the device. iOS (Apple products) will manage space by uninstalling apps people don’t use much to make more available storage space. With Android, you can move apps to internal storage. The storage size for Duo is 33.9 MB on iOS and 22 MB on Android.
If you cannot make room on your device for the Duo app, you can authenticate using a passcode texted to your phone. To have Duo text you a batch of passcodes click the Text me new codes button after clicking Enter a Passcode (or type "sms" in the "second password" field).

To authenticate using an SMS passcode, click the Enter a Passcode button, type in a passcode you received from Duo via text message, and click Log In. Duo keeps track of which SMS passcodes you've already used in your batch, letting you know which one to use next. You can have new passcodes sent to you at any time. A new batch of passcodes will invalidate all old passcodes, so it's probably best to delete the old message when a new one is received.