To test on your device you will need to have installed Xcode, as detailed in this lesson. You then need to plug in your device. Open Xcode.
Open Devices
From the Window menu in Xcode, choose Devices and Simulators.
Plug in your Phone
When you plug in the phone your "Devices" screen should change to something like this. If you don't see this, check for any dialogs that say "trust this Mac" on your phone, and agree to them. I've already trusted my Mac so I'm afraid I cannot provoke this dialog for you, but you can read all about it here.
Check the box "Show as run destination".
NB If you see a warning like at the top of this screenshot, note the language is "may not be" supported. In fact, it is supported, you can safely ignore it.