I do not have a message forwarding in my Iphone setting, Messages. Why?

To forward a message to what? You need to clearly explain what it is you are trying to do. I'm going to try guessing, that maybe you wish to use text messaging on your iPad or Mac? If so, see this, How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac - Apple Support If you do not see the setting on the iPhone to turn that on, see this from the link I provided you.

* Don't see the Text Message Forwarding setting on your iPhone? Go to Settings > Messages, turn off iMessage, turn it back on, tap Send & Receive, tap Use Your Apple ID for iMessage, then sign in with the same Apple ID used on your other devices.