Why are some features missing in my AirPods pro

Re: "Why are some features missing in my AirPods pro"

Not all AirPods Pro are the same:

Eg: There are three different generations of AirPods Pro:

How to: Identify your AirPods - Apple Support

___________________________________________

Re: "how to setup AirPods Pro"

Your AirPods Pro will need to be charged, and in "discovery" mode (flashing white) in order to Pair with a device (ie: can pair with one device at a time):

Charge your AirPods and learn about battery life

How to: Set up AirPods with your Mac and other Bluetooth devices - Apple Support

How to: Connect your AirPods and AirPods Pro to your iPhone - Apple Support

__________________________________________________________

More info., if needed:

Pause, skip, and adjust volume with your AirPods and AirPods Pro - Apple Support

Change settings for AirPods Pro (all generations) – Apple Support

Switch your AirPods to another device – Apple Support

______________________________________

If you need to check software requirements:

(Eg: You may need to update you iPhone's iOS version to the latest.)

Scroll right down in Apple Support's trouble-shooting article: 

If your AirPods won't connect - Apple Support

or

If you need more help:

How to reset your AirPods and AirPods Pro - Apple Support

and

What to do: If you can't connect a Bluetooth accessory to your iPhone, iPad, or iPod touch - Apple Support

__________

Resources:

AirPods Support Website:

Find all the topics, resources, and contact options you need for your AirPods....

AirPods Support - Official Apple Support

Online User Guide:

AirPods User Guide – Apple Support 

Eg: Pair AirPods with an Apple device

or

Pair AirPods with a non-Apple device

All the best :-)