TLDR: If you don't use online banking, you can't share bank statements directly from your bank but can upload them from your phone instead. After starting the share bank statements task, select "Upload statements instead" at the bottom of the info page, then choose "Continue to manual upload." This cancels the original task and creates a new one for uploading your bank statements manually.
Using Paper Banking
If you don't use online banking, then you will be unable to share a bank statement directly from your bank. Instead, you can choose to upload bank statements directly from your phone as part of a different task.
Uploading a bank statement
After selecting to 'begin' the share bank statements task, you'll see a screen with some more info about what's required.
At the bottom of this page will be the option to 'Upload statements instead.' Please select this, and you'll then be given more information about uploading your bank statements. If you are happy to continue, please select 'Continue to manual upload.'
After choosing to upload a document manually, your original task to share bank statements will show as cancelled. You will then have a new task to upload bank statements.