To integrate really anything into Coda (or any other platform for that matter) you need a way to arbitrate between the two services (i.e., Coda and Twilio). This is typically handled by some form of middle-layer such as a server with your own code, Google Apps Script is a popular choice, and there are some code-free solutions as well.
Given your lack of experience in building API integrations, I would start here. Zapier allows you to craft data integrations without actually writing any code.
As you can see from the list, there are many integration patterns that are supported between Twilio and Coda and I have a hunch that you want to detect when a Twilio event occurs (New Call or New SMS?) and push that data to a Coda table (Create Row).
Let us know how your journey goes.