I lost remote control for Apple TV. Can I set up my iPhone to control Apple TV without the remote control?

What is your model Apple TV? Identify your Apple TV model - Apple Support

It is different for the earlier models.

Are the Apple TV box and the iPhone already on the same network? If not, then you may need a functional remote first, to set up the network connection.

You can of course also choose to buy a replacement remote.

Please try the steps found in If your Apple TV remote isn’t working. You need a remote to setup your iPhone to control your Apple TV.

My remote isn’t working. Can I use my iPhone 11 to control my Apple box?