My phone will not updated. It is connected to Wifi but said it is not

Try to update your iPhone via a pc or mac

1: for a Mac with macOS Catalina or later: Update your iPhone, iPad or iPod touch with the Finder – Apple Support (UK)

2: for a Mac with macOS Mojave or earlier or a windows pc: Update your iPhone, iPad or iPod touch with iTunes – Apple Support (UK)

This will help you updating to the latest iOS.

It can be that you also need a carrier update from your carrier, but try updating the iOS first, because you're still on iOS 14

Just because your iPhone is connected to Wi-Fi, doesn't mean it automatically has access to the Internet. The message is not telling you that the phone is not connecting to Wi-Fi. As such, there may be something amiss your with Internet connection that needs to be checked out first.

Ref: If your iPhone, iPad, or iPod touch won't update - Apple Support