How can I control a TCL TV with the Apple TV remote (2022)?

To use the Siri Remote to turn off the TV, it is advised to activate CEC on both the TV and the Apple TV box.

For the TV: see its manual. How the manufacturer has this organized may depend on exact model (and build year).

For the Apple TV box: Setting﹥Remotes and Devices﹥Control TVs and Receivers﹥On

CEC lets HDMI connected devices talk to each other for control signals. When turning off/on (sleep/wake) the Apple TV box, a signal will be send to other HDMI connected devices, suggesting to do the same. Thus controlling the TV is indirect.