How do I set my phone so that if I lose it, and the passcode is on, the person that found my phone will be able to get my contact info from the phone.

Locate a lost or stolen device - https://support.apple.com/HT210515

"What happens if you activate Mark As Lost

Mark as Lost remotely locks your missing iPhone, iPad, iPod touch, or Mac with a passcode, keeping your information secure even if your device goes missing. You can also display a custom message with your phone number on the Lock screen, and keep track of your device's location.

Change the wallpaper on your iPhone --> https://support.apple.com/HT200285

and https://support.apple.com/guide/iphone/change-the-wallpaper-iph3d267104/ios

• Select an image that also has your contact information on it.