How to connect find my wallet just like find my phone

Assuming that you want to be able to locate your physical wallet, set up your AirTag and name it first, and then attach it to your wallet so that you can locate it in Find My.

Set up your AirTag using your iPhone, iPad, or iPod touch - Apple Support

It is not possible, Wallet is an app, iPhone is an iDevice.

If you lost Wallet app from the Home screen, you can use App Library to search Wallet.