Text Message Forwarding

See this support document, How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac - Apple Support

This line is from that document.  Don't see the Text Message Forwarding setting on your iPhone? Go to Settings > Messages, turn off iMessage, turn it back on, tap Send & Receive, tap Use Your Apple ID for iMessage, then sign in with the same Apple ID used on your other devices.

Are you signed into iMessage?

Gently press and hold the message you want to forward.

You should see a small "selection" window. Tap on the last option (3 dots in a circle), and you should see the forward icon on the bottom right side.

Regards

Giulio

Do you mean the

Settings -> Messages -> Text Message Forwarding option that allows oridinary SMS text messages to be forwarded to your other Apple devices?

Or something else?

It is on mine. Press and hold on the message you wish to forward, at the bottom of the message tap on More…, then tap on the arrow on the bottom right.