You're on the right track in connecting your bank account in QuickBooks Online (QBO). I've got the steps to transfer your client's payment to your account. This can be done by entering a deposit. Please take note that this is for recording purposes in the program. I'll guide you how.
Go to the + New button from the left menu.
Click Bank deposit under Other.
Choose the bank account.
Verify the Date.
Select the client in the Received From column.
Choose the appropriate account.
Enter the amount.
Hit Save and close.
The screenshot below shows you the last seven steps. For detailed instructions, go through this article: Make Deposits.
Once done, you can run the Deposit Detail report. This lets you see all your deposits within a specific period, such as your newly created deposit. Just go to Reports from the left menu. Then, enter the report name in the Search box as seen in the screenshot below.
In case you want to deposit your client's payment directly to your bank account, I'd suggest signing up for a QuickBooks Payments account. Then, connect it to QBO. For more information, check out this article: Connect Your QuickBooks Payments Account to QBO. This link also provides you more details about adding payment options to your client's invoices and managing your transactions in the Merchant Service Center.
I'll be right here to help if you need further assistance. Have a great rest of your day, @julie79.