I can't remember to be honest, I did mine at the branch then you need to make a phone call to get your personal number. Although Turkish banks are a bit of a pain to set up the online banking its worth it and the security is better than the UK banks.
You need to have a mobile number they can text you on with a unique one time only security code every time you log on as part of the process. As far as I know that can be a UK of Turkish mobile number.