Yes, several options depending on where you are at right now.
If you already have telephone numbers in cells, as in column A for example,
you can set this formula up in another column and fill it down the sheet to
display all of them with zeros:
= "0" & A1
If you are just beginning and want to be able to type and keep the zeros in
a cell, choose the column they will be in and choose Format Cells and select
the Text type. Then they will not be treated as numbers, but as text and
will retain everything you type into them.
Another way of entering numbers (or anything) as text into a cell when you
only have to do it once in a while is to preceed the entry with a single
apostrophe as
'02-1-800-555-1212
which would appear in the cell as
02-1-800-555-1212