Hello Ridgeback and welcome to the Community.
In order to use your PayPal account at Home Depot you must contact PayPal prior to making a purchase. You would authorize PayPal to allow your account to be used at Home Depot and they would provide you with a pin number. At the same time instruct PayPal to send confirmation to the phone you have listed on your PayPall account. You can contact them online or call PayPal's customer service phone # is 1-888-221-1161.
Thank you for your inquiry.
Charlotte