How to transfer Voice Memos from my old iPhone 12 Pro to new iPhone 15 Pro Max

I would like to transfer my Voice Memos from old iphone (12pro) to new iphone (15pm). I followed instructions on how to use iTunes but i am unable to find the Voice Memos folder under Devices > iPhone. I only see Music, Movies, TV Shows, Books, Audiobooks and Tones. I do see that Voice Memos is turned on under Apps Using iCloud.

[Re-Titled by Moderator]