Hi Penny!
What you are looking for on the iPhone is a prompt if you want to trust the machine you are trying to connect to.
If you cannot see it on the iPhone I would recommend you to disconnect your iPhone. Before you connect it again I would like you to unlock your device and make sure you are at the home screen. Re-connect your iPhone with the mac while you have iTunes open. Are you prompted to trust the machine?
Could you also include the iTunes version you are using?
'Trust This Computer' alert on iPhone, iPad, or iPod touch - Apple Support