Jaxon is a Full-Site Editing (aka Block) theme, and, as such, doesn’t have the traditional CUSTOMIZER settings you may be used to. You need to open the appropriate TEMPLATE PART in the new site EDITOR to customize it.
APPEARANCE => EDITOR => PATTERNS => TEMPLATE PARTS => FOOTER
FSE/Block themes give you the full power to visually customize the entire site without writing any code. But with anything new, it comes with a learning curve — the biggest challenge being letting go of how things used to work.
Luckily, there are ample resources available for the willing: https://learn.projectdmc.org/courses/#using-the-site-editor
The Jaxon theme also has a dedicated support forum here, and I’ll encourage you to post there if you have any further questions about customizing the theme: https://projectdmc.org/support/theme/jaxon/
Good luck!