How do I get my old messages after setting up and old iPhone

I believe you have to set up your phone as a new device, and then restore from the iCloud backup. It doesn't look like it can be done at any time, like from a PC or Mac connected to an iPhone.

Look for where it says "Restore your device from an iCloud backup".

Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

They need to be in a backup somewhere. Where are the messages? If they're not saved on a device or the data backup of a device, you're not going to be able to retrieve them.