Turn on Reset Protection
When you set up your phone, just sign in with your Microsoft account and accept the recommended settings. That's all you need to do to turn on Reset Protection. If you don't turn it on during setup, you can always go to Settings Settings icon > Find my phone later and do it there.
So if you have clicked recommended settings it will automatically turn on... You won't find in the settings.. If you clicked custom settings and didn't choose it , then only it will be visible in settings