If you are using Trezor Suite, there is a button on your PC screen under the passphrase fields labeled “Enter passphrase on device”. Clicking that button will let you to enter passphrase on Trezor screen.
If you want to always enter passphrase on Trezor device, without ever going through the PC dialog, you can use trezorctl to configure that: trezorctl set passphrase on --force-on-device