When your iOS device is connected to your Mac, but the main PhoneView window says "No Device Connected", you can try the following troubleshooting steps:
For macOS 10.15 Catalina:
Open any Finder window, and look for your phone in the left-hand sidebar. Choose to trust the device
For macOS 10.12, 10.13, and 10.14:
Open iTunes with the device connected. Click the tiny phone icon in the top header area.
You should be prompted to "trust this computer".
If so, click "Trust".
Once you've established the trust, open PhoneView, and your data will start to load into the main PhoneView window.
Also note that newer iOS devices may require a Mac running a newer macOS version. If you don't see your iOS device showing up in iTunes at all, check the device's specific system requirements. (For your device model, look for the section called Syncing with iTunes on a Mac or PC requires.)