I just got a new Macbook air I need help setting it up

Just turn it on, and follow the onscreen prompts.

Click here ➡️ Set up your MacBook Air for new Mac users - Apple Support

If you are having a specific issue then please explain what that is.

Follow the guidance posted by @Phil0124.

Also, as you go through the setup, when it comes time to login to your Apple Account (Apple ID) use the same Apple ID and password you use on your iPhone. In other words, don't create a new Apple Account. You want them to be the same so you can share your own contacts, calendars, email and other personal stuff between both devices.