Create SP for inserting data from a table to a table
Before you start thinking about a solution, try to evaluate if your requirements make sense.

Is it really the best solution to create duplicate rows if multiple phone numbers exist or would it be better to create a new table PhoneNumbers with a foreign key?

And splitting data can be done more elegantly in the tool that loads the data into the database. If you have to do it in SQL, the solution depends on the database system you use.
For instance, here is a solution for SQL Server: https://stackoverflow.com/q/5493510/1595345