Hello Kmanny,
Thank you for using Apple Support Communities.
We understand that you are having an issue connecting the charging cable to your new iPhone 12 Pro. First thing is to check the port to make sure that there isn't some foreign object in the port.
Next examine the cable, it should have a USB-C plug on one end and a Lightning plug on the other. The Lightning plug is the one that should plug into the iPhone and it will be the flat connect with the gold colored contacts visible on both sides. The other end is silver and the contacts are inside of the connector, this is the end that goes to the charging adapter or 'brick'.
If you continue to have issues connecting it, you may need to have it looked at by a service tech, you can use the following support article to locate a location:
Apple Support - Find Locations
Let us know how it goes.
Best regards.