iPhone 14 says locked out and I forgot passcode. I have tried multiple times. I also want to be sure I keep all my data while opening my iPhone again /unlocking it

Alll options for a forgotten passcode erase the iPhone.

There is an Apple article that explains what to do if you have forgotten an iPhone or iPad passcode. Click on the following link: If you see an iPhone or iPad unavailable message or Security Lockout screen - Apple Support

If that is not an option, you will need to use a computer. See: If you forgot your iPhone passcode - Apple Support

Also see the following from that support article:

After you erase your iPhone, you can restore your data and settings from a backup. If you didn't back up your iPhone, you can set it up as a new device and then download any data that you have in iCloud.

You will need to restore the device using a computer. The process will erase the device. Later you can restore your data from a recent back-up. Instructions here…

If you forgot your iPhone passcode - Apple Support

Your data will be erased. This is a feature that prevents others from getting into your data.