Alarm clock

The Clock app cannot be deleted..

Delete built-in Apple apps from the Home Screen on your iOS 14 or later or iPadOS device or Apple Watch - Apple Support

So it must be there somewhere.

If you swipe down on any Home Screen, you could type Clock into the search field.

If it's buried in a folder somewhere, it will tell you the name of the folder off to the right.

Otherwise:

On your Home Screen, swipe left until you get to the App Library.

Swipe downward or tap in the Search field.

Scroll until you find the Clock app or type it in the Search field.

Once located, tap/hold and then drag.. it'll pop out to your Home Screen and you can place it where you like

Organize the Home Screen and App Library on your iPhone - Apple Support

After you've located the app and placed it where you want it.. here is an article that should help with setting up an alarm

Set an alarm on iPhone - Apple Support

The alarm is accessed by opening the Clock app. You can search for it, or you can swipe your home screens all the way to the left until you get to the App Library. You can search for Clock there and open it from there or you can press and hold and drag it to a home page. The Clock looks like this.

When you open the Clock, you can access alarm settings at the bottom of the page here.