Can I factory reset my iPhone se 2020 without connecting to a computer?

Nope. Cannot be done.

You MUST connect your phone to a computer with iTunes to erase the phone to restore it.

See the directions in this link and if you don't have a computer, find a friend who has one with iTunes --> If you forgot the passcode on your iPhone, or your iPhone is disabled - Apple Support

Perhaps a friend with a computer can help you or you can make an appointment at the nearest Apple Store for assistance...

Apple Store - Find a Store - Apple