crunsher already told you that.
1. find out how to send sms from the command line
2. write / modify the scripts below /etc/icinga2/scripts to send sms instead of emails.
3. create notification commands and notifications either using the director or…
You first need hard and/or software which can send SMS.
A few of the top of my head are SMSEagle (expensive hardware), alertops (SMS as a service) or you build your own (GSM is harder than it looks tho). Then you can either use one of the existing…