If the iPhone is showing the "Connect to iTunes" screen, then everything on the iPhone is already gone.
You will need to restore the iPhone which erases it entirely.
You can try to just restart the iPhone (this deletes nothing) and see if it will boot up, but you will still need the screen unlock passcode even if it does turn on, to get in.
Restart the iPhone:
click here ➜ If your iPhone won't turn on or is frozen - Apple Support
If the iPhone was set to backup to iCloud (should do so automatically unless the option was turned off, or there is not enough space in iCloud for the backup), then you can try to recover the contents from the backup.
You will need to regain access to the Apple ID its using to access the backups on iCloud by following the steps below.
click here ➜ If you forgot your Apple ID - Apple Support
then here ➜ If you forget your Apple ID password - Apple Support
and here ➜ How to use account recovery when you can’t reset your Apple ID password - Apple Support