Hello theoliveness,
It sounds as though you're wanting data such as documents and photos to sync between your Mac and iPhone. If so, to sync documents you would want to use iCloud Drive which allows documents on your Desktop and Documents folders to sync to iCloud, and appear in the Files application. More information about iCloud Drive can be found in the following article.
Set up iCloud Drive
To sync photos you can find the steps for setting up and using iCloud Photos in the article below.
Set up and use iCloud Photos
Features such as Handoff, and other continuity features are different and include different apps. Those details can be found below.
Use Continuity to Connect your Mac, iPhone, iPad, iPod touch, and Apple Watch
Take care!