Are you using Windows Phone 8.1? It says it's for Windows Phone 8.1 on the Store site. SquadWatch | Windows Phone Apps+Games Store (United States)
Mine gets past... Just don't get any confirmation code.
I tried yesterday and also did not get a sms code but when I tried today I got a sms code.
Did you do anything different?
No.
I was planning to reinstall it if it did not work but it worked.
I also installed it on a different phone today and there it worked in one time.
My mobile starts with 06 but I did not use the 0 because the app already gave my country code.
Mine never gets past the "checking" message.
I can't get past the first checking stage either, re-installed, same issue. In Australia - hoping just some launch day gremlins.