Cell phones store information that can be very useful to you through out the story. They are usually on desks or on a shelf and you can hear them ringing when you are close enough. When you see a cell phone, walk up to it and hold down X to pick it up. To see how many cell phone you have on the mission you are on, press the Back button and then press LT. On the left side of your cell phone, you will see numbers and then once you pick up a cell phone, it will show you what kind of information you received from the cell phone, whether the cell phone provided text, voice, or an image.
If you die after you picked up a cell phone but before you made it to the next checkpoint, make sure you pick the cell phone up again. If you go back into the level to get any cell phones you missed, make sure you reach the next checkpoint before you quit out.
For a complete walkthrough of where each cell phone is you can either look HERE for a walkthrough by Frankie B1 or HERE for a complete cell phone guide.