How do I connect airpods to my icloud

You don't directly connect your AirPods to your device list that is associated with your Apple ID. Instead, when you pair them with another Apple device, like your iPhone (that has Find My enabled), the AirPods would then show up in Find My.

What exactly is your goal with your AirPods? You would typically connect them to a Bluetooth-enabled device, not directly to iCloud. Please provide more details on what you are trying to accomplish.