Hello Ihab, this is Emily.
This message doesn't indicate you have one created in the past. So it is possible you never have one created yet. But since you are simulating this issue, you should have access to your account to create one. Go to https://account.microsoft.com, sign in. Click on Security > Advanced Security options. Scroll all the way down to the Recovery code section. Then click on Generate a new one. Once it is generated, make sure you write it down or print it out, or save it to a safe place.