Power Query M code
let
Source = YourTable,
Formatted = Table.TransformColumns(Source, {{"Phone", each
let
Digits = Text.Select(_, {"0".."9"}),
LastTen = Text.End(Digits, 10)
in
"(" & Text.Start(LastTen, 3) & ") " & Text.Middle(LastTen, 3, 3) & "-" & Text.End(LastTen, 4), type text}})
in
Formatted