It all depends on the theme. Some themes require you to modify one of their files (specifically, the footer.php file, usually) to remove the text. If you go this route, you’d want to create/use a Child Theme so that a theme update doesn’t overwrite your changes. Copy your theme’s footer.php into your Child Theme folder, then modify it for your needs. (Activate your Child Theme.)
If you just want to remove the text, then another, somewhat easier way is to modify the CSS that displays the copyright text. You could use the F12 inspector key in your browser, and then look for a ‘class’ for the code. Or look in the page source.
Then in the Additional CSS section of the theme customization, add code (this assumes that the class is set to ‘copyright’)
.copyright {display:none !important;}
The ‘dot’ is important.
And note that some theme authors don’t like it if you remove the copyright notice, but (assuming it is an open-source theme), you can still do it. Paid themes may have more restrictive copyrights.