Adding iPhone 15 plus to Finder sidebar

Check your Finder ~ Settings (Sidebar tab) to make sure that there is a check mark on the “CDs, DVDs, and IOS devices” line.

If that isn’t it, you might be using a charging-only cable that carries power but does not have the data pins connected. In that case, you will need a different cable.

Peggy ~

Connect iPhone and your computer with a cable - Apple Support

...Found by searching Apple's Knowledge Base.

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Once you have connected your iPhone with a cable and you click to "open" the settings for the iPhone......note that there is an option in the lower part of the window to "Show this phone when on Wi-Fi".

Put a check in the box next to this setting, and the next time you want to see the iPhone in the Finder, you won't have to use a cable.

Maybe you are not looking in the right area of the window? That area might be hidden on your current view. Here's what the entire screen looks like below.