I already set up my iPhone but i cannot transfer my data. Photos etc.

The support article you came here from should provide you with the steps needed to try to resolve this issue. Have you tried them all yet? If so, and they didn't help, I suggest that you contact Apple Support directly. To do so, simply select the "Get Support" link in the upper right-hand side of this forum's web page.

When you initially set up your new iPhone, you should have had the option to use "Quick Start" to transfer your Apple ID & app data to your new phone. Did you not see this or elected not to use it? Regardless, if you have already set up and activated your new phone, you can still transfer data in a number of ways.

Ref: Transfer content from your previous iOS device to your new iPhone, iPad, or iPod touch - Apple Support