1. Go to Settings,
2. Under the Marketplace click All.
3. Click Installed.
4. Look for the Smooth Messenger - Twilio SMS for Zoho CRM, then click the Settings.
5. Click Advanced Settings.
6. Look for Create leads/contacts when an inbound message is received from an unknown number. Then, choose from the option Don't create new records, Create a Lead, or Create a contact.