I’m trying to download iOS 15.5 but it keeps saying there was an error

Do you see that "double link" symbol in the upper left side of your iPhone's screen? That means that it is connected via a Personal Hotspot. As such, your iPhone cannot update with this type of connection.

Your screenshot indicates that you have no service. You will need to solve that issue first. Check this link...

If you see No Service or Searching on your iPhone or iPad - Apple Support

If it has failed you can go do any apple agent near you and you use a computer to install it. That is what I also do whenever I want software update

Thanks for clarifying that, Tesserax!

You're very welcome!