On the other three routes, the phone company supplies the numbers, and its charge is separate from your Microsoft licensing. Under Operator Connect, providing and porting telephone numbers is the operator's responsibility. Porting means moving a number you already have from your current carrier to the new one. So you can buy new numbers from the operator or port the ones you have. Once you enable the operator in the Teams admin center, you assign its numbers to your licensed users there.
Atlantech Online shows how this looks from the carrier's side. Its Operator Connect page publishes a flat rate for the carrier service of "as low as $3 per user/month" and lists unlimited calling in the US and number porting as included. The same page says customers can keep their existing phone numbers. The $3 is a starting rate. Atlantech quotes each organization, so a given customer's price can be higher.
Microsoft licensing is a separate matter from that rate. Operator Connect requires a Teams Phone license, and a user who already has that entitlement doesn't need a second one. Microsoft 365 E5, for example, includes the phone system. So what Teams Phone costs for a user with a direct number is the Microsoft licensing plus the carrier's service.
Teams Phone Mobile and Direct Routing follow the same division. With Teams Phone Mobile, the number is the one on a company-provided SIM, and the mobile operator makes it available in your tenant. With Direct Routing, the numbers come from the carrier connected through a session border controller, the device that sits between a carrier's network and Teams. Choosing among the four routes depends on which carriers serve your users, whether a number has to be on a SIM and what equipment you already have.