This is usually not just a camera-settings problem. Milky Way photos often need post-processing to make the band stand out.

From the answers, the main things that help are:

• adjust curves/contrast in editing to lift the Milky Way and darken the sky background
• boost contrast and saturation carefully
• use image stacking: take multiple shots from the same position and combine them in software to improve the signal and reduce noise/light pollution
• use software made for this, such as Sequator, which can also help reduce light pollution
• consider a light-pollution reduction filter if you shoot near city glow

So yes: your capture matters, but a faint-looking single raw image is normal. Many dramatic Milky Way images are stacked and heavily processed. If your sky has light pollution, that will also hide the Milky Way significantly.

In short: shoot multiple identical frames, stack them, then use curves/contrast in post. That is the biggest step toward making the Milky Way more apparent.