You probably can't if you send direct SMS without going thru a platform
When someone sends an SMS, the Sender ID is set to that person’s phone number. Most carriers offer an SMS API and platform as a service where you can set an alpha-numeric variable (15 digits or 11 characters in the range a-z, A-Z plus 0-9).
Brands use this because it enables them to set their brand name as the SenderID (There are restrictions in some markets where it's illegal to change or set the Sender ID. In some other destinations only certain senders types are allowed)