You can find it by doing this:
You'll see a page that looks like this:
It lets you do some pretty useful things, like change how long you have to hold the side of the AirPod to activate noise-cancellation mode or switch back to Transparency mode, which allows more noise in. I always thought it felt like I had to hold on to the arm of the AirPod (where the button is located) just a split-second too long for it to change modes. But, I changed it to "shorter" and now it switches modes after I just do a quick and deliberate hold. You can still pause/play by tapping it even quicker, so you still need to be just a little more deliberate to switch between modes.
You can also change how fast you need to double press or triple press the side of your AirPods Pro to skip a song or move to the previous song, respectively. I didn't mess with this, since it's really just for people who want the iPhone to recognize a slower double or triple-press.
Finally, if you want, you can use noise cancellation in just one AirPod instead of both. That might be useful for people who are hard of hearing in one ear and normally wear just one AirPod. Music will still pause when you remove AirPods, but if you tap real quick it'll continue playing again, just with noise-cancellation active instead of automatically moving into Transparency mode.
To do even more, don't forget to check out the regular menu for AirPods controls. You can find this by going to Settings > Bluetooth and choosing your AirPods Pro. Here, you'll be able to change what happens by default when you press and hold the left or right AirPod, control noise cancellation and run an "Ear Tip Fit test" to see which eartips fit best.