Can a Apple Pencil connect to Find My

Find My is not an option, as mentioned above.

If you walk around where you think you’ve lost it, see if the pencil becomes visible in the Bluetooth connected devices on an iPad paired with the Pencill.

Bluetooth range is approximately 15 and 30 feet / 5 to 10 meters, depending on various factors. Close by.

An app that scans Bluetooth activity (easier on Mac, but there’s at least one iPhone/iPad Bluetooth app) can potentially also locate the Pencil if it’s active and within Bluetooth range, and these apps can also usually provide a relative range based on signal strength.

I have not tried this app: https://apps.apple.com/us/app/bluetooth-ble-device-finder/id1465245157

You have to look for your Apple Pencil the old fashioned, look for it way. It does not connect to Find My.