F keys on my newest Apple wireless keyboard do not respond

1. Catalina is newer than High Sierra. So if your Mac is too old for High Sierra it would be even older for Catalina.
2. Go to System Preferences->Keyboard and make sure the checkbox for Use F1,F2, etc. keys as standard function keys is not checked. If it is checked, you need to press and hold the Fn key at the bottom left corner of the keyboard (small keyboard) or above the arrow the keys (long keyboard) to access the special functions of the function keys. If the option is not available, then plug in a wired USB keyboard or the lightning to USB-C charge cable that came with the keyboard. It may show up.

FWIW all magic keyboards made by apple thus far have been compatible with all versions of macOS.

Did you check the system requirements to see if the keyboard is compatible with the version of Mac OS you have installed and your Mac?