Do I need to make an appointment for visiting the nearest Apple store?

Yes, you should schedule an appointment at the Apple Store Genius Bar. Otherwise, you may find they won't see you as they may be fully booked with people who made appointments.

See this link for guidance on making an appointment --> Genius Bar Reservation and Apple Support Options - Apple

If you’re concerned about COVID restrictions, you’ll have to call the store you wish to visit and ask. Since the state of COVID cases varies everywhere, the restrictions any particular store may have in place also vary.

I need to set an appointment in store

Look two posts above your post.

Need to discuss lost or stolen phone. I have insurance that hopefully will cover it

I’ve done everything I was asked to do from someone at Apple yesterday.