You can use either of the two.
Related Question
What is the #OnTheGo Pin?
How do I generate the #OnTheGo Pin?
Where can I use the #OnTheGo Pin?
How do I use the #OnTheGo Pin?
What is the validity of #OnTheGo Pin?
Why am I receiving a verification code via SMS?
What happens if I enter incorrect #OnTheGo Pin?
Why is my #OnTheGo Pin not being accepted?
I do not have internet connection, can I still use the #OnTheGo Pin?
Which pin should I use, the one in the SMS or #OnTheGo Pin in the app?
You can use either of the two.