Apple keeps making drastic changes to the System Settings so it varies depending on the version of macOS being used. Gone are the days of macOS being simple to use & configure. The various sleep & power options are scattered throughout the Battery, Lock Screen, and Display System Settings including various Option & Advanced buttons that may be within those sections as well. And these are just the items that are visible since Apple likes to hide things from the default view from time to time.
See this Apple article for details.....make sure to select your version of macOS at the top of the linked article since many versions of macOS will be slightly different (also follow the links within that article as well):
Set sleep and wake settings for your Mac - Apple Support
For example, in macOS Ventura there is a Display setting related to system sleep when you click the Advanced button. On macOS Sequoia that same option appears to be located in the Battery Settings accessed by clicking the Option button.