Problems with call forwarding

Who is your carrier? If you're in the U.S and your carrier is Verizon or any other legacy CDMA carrier, you won't see any options on the phone to turn on call forwarding. You have to dial a short code.

https://www.verizon.com/support/how-to-set-up-call-forwarding-video/

Yes, you will need to contact your cellular provider. They are the ones that can enable that feature if available.