From the Search Console dashboard, click on the site you're trying to connect. In the upper righthand corner, you'll see a gear icon. Click on it, then choose "Google Analytics Property."

This will bring you to a list of Google Analytics accounts associated with your Google account. All you have to do is choose the desired GA account and hit "Save." Easy, right? That's all it takes to start getting the most out of Search Console and Analytics.

Full details here- https://www.hoemyblog.com/2018/11/how-to-use-google-search-console-2018.html