Hi arsendangizyan,
Thanks for visiting the Apple Support Communities. 
To set up an eSIM, make sure that your device, region, and carrier support eSIM. If you are in a region where eSIM is not supported, you will not have the option to enable it. Likewise, if your carrier does not support eSIM, you will not be able to set it up. For more information on this, please see About eSIM on iPhone - Apple Support.
Once you've confirmed the above, we suggest taking the following steps to troubleshoot the setup issue. They will help us isolate the issue further and work toward a resolution:
- Update your iPhone or your iPad - Apple Support. This will ensure you have the latest feature enhancement, security protections, and issue resolutions available from Apple.
 - Manually update your carrier settings on your iPhone or iPad - Apple Support. This will provide your device with any updates from your carrier that your phone needs to communicate with their network.
 - Restart your iPhone - Apple Support. Though a small step, restarting your iPhone can fix a variety of issues by itself.
 - Reset your network settings under Settings > General > Transfer or Reset iPhone > Reset > Reset Network Settings. This will reset your phone's connections to your carrier's network and hopefully allow it to locate the eSIM options. This also resets Wi-Fi networks and passwords, cellular settings, and VPN and APN settings that you've used before, so be sure to have network passwords on hand so you can rejoin.
 
As your wireless carrier provides the service to your iPhone via the eSIM, they also handle issues setting up your eSIM. Given that, we would suggest getting in touch with your carrier directly if you still need help after the above steps. They will be best equipped to troubleshoot issues activating your device to their network via eSIM. For help contacting your carrier, use the Apple Support article Wireless carrier support and features for the United States and Canada - Apple Support to locate your carrier. Then, click their name and you should be brought to their website. If you are outside of North America, you can select your country/region from the list at the top of the article. 
Best!