You can set it up entirely with your phone using the ASUS Router app.
First, plug in the router and turn it on. Then, on your phone, go to your Wi-Fi settings. Look for a new network name that starts with "ASUS_"—the full name is on the label on the back of the router. Connect your phone to that Wi-Fi network.
Now, download the "ASUS Router" app from your phone's app store. Open the app. It should automatically detect your new RT-AX86U and guide you through the setup steps.
If the app doesn't find the router, you can also use your phone's web browser. After connecting to the router's ASUS_XX network, open your browser and go to http://router.asus.com. The web setup page should load.
During setup, you'll create a new router admin password and set names and passwords for your Wi-Fi networks.