how to connect my iPhone 14 Plus to my new MacBook Air with thunderbolt?

If you mean physically, if it's the current MacBook air, I believe you just need a Lightning to USB-C cable. If you mean via Wi-Fi, or for additional instructions in syncing your devices, see:

Use the Finder to sync your iPhone, iPad, or iPod touch with your Mac - Apple Support

Regards.

You use a USB-C to lightning cable.

If you mean that you want to share data between your iPhone and your Mac, there is also

• iCloud synchronization - if the iPhone and Mac use the same Apple ID, you can synchronize photos and various other things through iCloud
• e-mail synchronization - you can connect the iPhone and the Mac to the same e-mail accounts so that you can read e-mail on either device, and share contacts & calendars associated with those e-mail accounts

If you have this set up, you may find that you use a wired connection between your Mac and iPhone just for a few tasks like loading music from your own CDs onto your iPhone.