After physically connecting them, I go to the setting but it shows up imcompatible flash or the flash is turned off. I dont get it. I dont know how to use the flash after a bunch of research on google.
Since the YN-560 III is a manual only flash with only a single pin in the center of its hot foot, your camera will not be able to detect or control the flash. For your camera to be able to detect and control a flash the flash must also have the four Canon TTL pins on the foot of the flash so that the camera and flash can communicate with each other.
That does not mean you can't use the flash with your camera. It just means you can't use the flash in any automatic mode with your camera.
You'll need to set the flash power and zoom head manually via the controls on the flash. You'll need to set the exposure on the camera taking into account the amount of flash you are adding that the camera has no way of knowing will be there when you take the shot. This usually means either manual exposure mode or aperture priority mode with a resulting shutter time that is equal to or longer than your camera's flash sync speed.
The center pin on your camera's hot shoe should trigger the flash when the shutter is activated. But the camera will not indicate in any way that the flash is attached or has fired, other than by recording the light from the flash.
The YN-560 is a manual-only flash, with only a single pin on the foot. This single pin is for the sync ("fire") signal, and that's it. That's all your camera's hotshoe can communicate with it. You can still use it on camera by making power adjustments on the flash itself, manually. But you will not have camera menu communication, TTL, HSS, or 2nd curtain sync capability with it. That's why it's so cheap.
If you need those features, you need another flash: one that's dedicated to the Canon system and can perform TTL. And if you need to be able to communicate with it via the camera menu, it must have that capability built in (even Canon's own 430EX and 580EX (mark I models) don't do that). If you're looking at Canon speedlights, the Mk II and -RT models are all capable of the function you're looking at. In Youngnuo terms, you're probably looking for a YN-5xx or YN-6xx model that has a name that doesn't end in zero, and if you want TTL optical slave capability, has a name ending in EX (see also: What are the Yongnuo flash naming conventions?). I would also suggest looking at Metz, Sigma, Nissin, and Godox options.
Because flash can be more transformative to your photography than a new lens, you may want to adjust your budget expectations accordingly.