First, make sure you are up to date with the latest software. After that, find out if you have the Apple Weather app installed. Look at your home screen and in the App Library. The app is installed from the start, but you may have deleted it. In that case, you can simply download it again in the App Store:
https://apps.apple.com/app/weather/id1069513131
If the app is on your iPhone, but you can NOT see its widgets in the widget menu, then close ALL apps and turn off your phone, wait a bit, and then turn it on again. See if the weather widget has become available.
Also, remember to check that you are connected to the Internet.