I looked, but I couldn't really find anything with the search.

Why does Harry have a cell phone? If Cheryl was seven when he died and she is now in her mid-to-late twenties, Harry would have died at least fifteen years ago. In 1995, they wouldn't have such advanced cell phones, let alone camera phones.

Perhaps it was based on Cheryl's own phone? Needless to say there's no way it would've really belonged to the real Harry... (and yet I just said it )
Who knows. Perhaps Kaufmann, in his infinite wisdom, planted it in her mind to use it as a tool to move her towards the truth. It does play an important part in the game after all.

The phone is either a memory of harry's real phone, or its cheryls.

Cheryl just gave him one in her fantasy as a plot device. Notice how Cybil or the Bartender asks about the ringing and he's like "My.....phone....RIGHT!"

Right there, we just say Cheryl editing his mind and memory.

I never thought about this before, but I gotta agree with Aura Twilight, he doesn't even know he has it until Cybil or the bartender tells him... He's totally oblivious to it prior.

I believe it was her cell phone, and Harry was using it as her plot device. Remember, it wasn't really her father that ever received the messages.

EDIT:
@post below me-thank you. I was kinda beat to it, though.

Also a good point, SilentWren.