System Settings lives under the Apple menu at the top left, or ⌘Space and "settings". Its search box at the top left finds any setting by name, like the Windows Settings search. The items that moved:

On WindowsIn System Settings
Display → ScaleDisplays → pick a size from Larger Text to More Space. An external 1080p or 1440p monitor looks soft because macOS has no fractional scaling; a 4K monitor does not.
Night lightDisplays → Night Shift
Volume mixerSound. No per-app volume. Hold ⌥⇧ with the volume keys for finer steps.
Startup appsGeneral → Login Items & Extensions
Default appsRight-click a file → Get Info → Open with → Change All. Default browser: Desktop & Dock.
Power optionsBattery, or Energy on a desktop. Closing the lid always sleeps a MacBook.
Windows UpdateGeneral → Software Update. Apps update through the App Store or their own Check for Updates menu item.
Bluetooth & devices, printersBluetooth; Printers & Scanners, no drivers needed for most printers
AccountsUsers & Groups. The Apple Account at the top is iCloud and the App Store.
Region, language, keyboard layoutsGeneral → Language & Region; Keyboard → Input Sources
Storage senseGeneral → Storage
Reset this PCGeneral → Transfer or Reset → Erase All Content and Settings
Windows HelloTouch ID & Password
FirewallNetwork → Firewall. Off by default on a new Mac.
PersonalizationAppearance, Wallpaper, Screen Saver, Desktop & Dock

The settings Windows users change most, hidden file extensions, the accent popup that replaces key repeat, autocorrect, tiny scrollbars, screenshots piling up on the Desktop, are scattered across Finder's own settings, Keyboard, Appearance and a few that have no switch at all and need a Terminal command.