How do I setup iTunes on iPhone?

If by iTunes you mean the iTunes Store app, it's a pre-installed App, though it can be removed. You can use spotlight search to try to find it.

It requires no setup.

If it's been removed, it can be re-downloaded from the App Store.

https://apps.apple.com/us/app/itunes-store/id915061235

If you are referring to the actual iTunes application like on a PC, then that does not exist for iPhone.

What exactly are you trying to accomplish

ChrisDempster wrote:

How to set iTunes

[Re-Titled by Moderator]

What do you mean set up?

Itunes store is pre-installed app that comes with the phone.

Sign into your account.