You can't set up a My Account
You need a cell phone and an email address to use My Account.
Why you can't set up an account
Work and Income secure online services use RealMe login and 2-factor authentication.
This is much more secure than just a username and password and makes it almost impossible for someone to hack your account.
It requires both "something you know" (like your username and password, which you use your email to set up) and "something you have" (your phone). After you enter your password, you'll need to enter a 6-digit code sent to you either by text from 2388, or from the Google Authenticator app. You have to enter the code to finish logging in.
This means that even if someone manages to guess your username and password they still can’t get into your account without a code.