Cannot find Stolen Device setting on iPhone SE 2020

You can turn on Stolen Device Protection in Settings:

• Go to Settings, then tap Face ID & Passcode.
• Enter your device passcode.
• Tap to turn Stolen Device Protection on or off.

About Stolen Device Protection for iPhone - Apple Support

You will need to enable touch ID 1st, remember this protection will need to use your face ID or Fingerprint to work.

I did enable Fingerprint ID to open my I-Phone SE 2020, and that enable me to turn on Stolen device projection.

should be at the bottom after finger 1 and below green Add fingerprint.

You will need to enable touch ID 1st, I did enable Fingerprint ID to open my I-Phone SE 2020, and that enable me to turn on Stolen device projection.

should be at the bottom after finger 1 and below green Add fingerprint

To turn on Stolen Device Protection you must use two-factor authentication for your Apple ID and set up or enable the following on your iPhone: a device passcode; Face ID or Touch ID; Find My; and Significant Locations* (Location Services).