In the root folder of the theme that you’re using, find the footer.php file.
The path for this file might look like this:
wordpress/wp-content/themes/twentynineteen/footer.php
Open this file in your favorite text editor and remove this line:
printf( __( 'Proudly powered by %s.', 'twentynineteen' ), 'WordPress' );
I would search for “proudly powered”.
Since it’s hard coded into the theme, there are no settings you can tweak from the admin GUI to make this go away.