Return column in separate row in SELECT statement

CROSS APPLY would be a good fit here

Select CustomerId
      ,CompanyName
      ,B.*
 From Customers A
 Cross Apply (values (PrimaryPhone)
                    ,(SecondaryPhone)
             ) B(Phone)
  Where Phone is not null

-- EDIT forgot the WHERE

You could try an union like this

SELECT
    CustomerId,
    CompanyName,
    PrimaryPhone as Phone,
FROM dbo.Customers
UNION 
SELECT
    CustomerId,
    CompanyName,
    SecondaryPhone as Phone,
FROM dbo.Customers
WHERE 
    SecondaryPhone IS NOT NULL