Depending on what focuser you have, you might find adjusting initially easier with its program.
For example, I have an ASI camera, and a Pegasus focuser.
So I open the ASI Studio, and get my camera running on a continuous loop.
Then open the Pegasus app and move the focuser while watching the image. in one to three images you can tell if the star's are shrinking or growing.
Once you get close with your stars (small), NINA can autofocus from there.
I find it easier to do that way, than in NINA itself. For initial focusing when it is way out.
My focus is in the neighborhood of 3,000 steps.
But that's how I doot it.
My AT 130 EDT has a helical rack and pinion focuser, so the focuser does not slip like my ed80T Crayford did.