Q: Trying to setup new iPhone 6 and it's telling to connect to a computer running iTunes which I did but nothing happens

Hi Sheenax1018,

Welcome to the Apple Support Communities, and congratulations on getting your new iPhone 6!   The resources below will explain how to set up your new iPhone and connect it to the computer that has your iTunes library.  Your post doesn't state whether you are working with a Mac or a PC, so I'll include information for both.   I'll also include for you here the iPhone User Guide to help you get started.

Get started with iPhone, iPad, and iPod touch

Sync your iPhone, iPad, or iPod touch with iTunes using USB

iTunes 12 for Windows: Sync iPod, iPhone, or iPad

Take care,