How can I set up Boot Camp on newer MacBook models?

the new cpu from apple used the ARM cpu architecture where the version of

windows microsoft sells rely on the intel x86/x64 cpu architecture

microsoft currently don't sell a windows version that run on the arm cpu to end users, so you have to rely on

using a virtual machine from parallels, vmware or the likes

if you want to know more

What apple say:

Apple: It's Really Up to Microsoft to Make Windows Work on M1-Based Macs | Tom's Hardware (tomshardware.com)

What Microsoft say:

Options for using Windows 11 with Mac® computers with Apple® M1® and M2™

chips - Microsoft Support

but of cause you can still complain / advice apple somehow take steps using their feedback channel

Product Feedback - Apple