Well, you certainly can’t connect with Bluetooth; Apple devices don’t have computer to computer or phone to computer Bluetooth profiles.
You should be able to use a USB cable, as long as it is a power+data cable like the one that came with your iPhone 15. If your MBA is older and doesn’t have a USB-C connection you will have to get a USB-A to USB-C cable. Whatever cable you use must be a high quality one. While there are high quality 3rd party cables, stick to Apple at least until the problem is resolved.
Where are you looking in Finder? It should be in the sidebar. If there is no sidebar or it isn’t there, open Settings in the Finder menu, click on Sidebar and make sure all boxes are checked. The first time you connect you will have to “trust” the computer and the computer will have to “trust” the iPhone.
After it connects, you can check “Show this phone when on Wi-Fi” and you won’t have to use a cable next time, unless you “undock” the iPhone in the sidebar.
Here are the general instructions→Sync your iPhone, iPad, or iPod touch using your computer using USB - Apple Support