As it turns out, it is perfectly possible to log in to the Integrator Free Plan account without having Okta Verify on the same system where you run the browser. I actually tried it yesterday - used Okta Verify app on my Android phone while logging in to my Okta admin console on my computer - and the account setup process on Okta Verify kept throwing me back to the start of the account setup process, but today the account setup was completed successfully. It may very well have been because the Okta Verify app on my phone was not the latest version.
Perhaps the text on the account setup page that says that Okta Verify must run “on this device” should be amended to reduce the chance of someone else getting confused like me.