What am I supposed to use to connect the iPhone to the MacBook

The short answer is "a cable". The longer answer depends on which iPhone you have and what type of ports your computer has. You need a cable with one end that will plug into the computer and one that will plug into the iPhone. I have an iPhone 15 Pro and a relatively recent MBA. So, I use a USB-C cable. When I still had the iPhone 11, I needed a USB-C-to-lightning cable.

Well, we don’t know the age or model of your MacBook.

Perhaps a Lightning-to-USB cable is required.

Perhaps a Lightning-to-USB-C cable is required.