Because most people today rely exclusively on auto focus and to help keep costs down, many of today's lenses (particularly consumer grade or 'kit' lenses) do not have a focus distance scale.
Infinity focus is used to ensure the most distant parts of a scene are in focus.
However that is really a notional concept, because the further from the camera an object is, the more atmosphere is between the camera and the object, the more movement of that atmosphere, and the softer the focus of distant objects will be.
When the astronauts were on the Moon, they were not able to determine long distances accurately, because there was no atmosphere to add blur with increasing distance which is a subtle visual cue humans depend on to gauge distance.
Many lenses that do have a focus distance scale don't accurately indicate the 'infinity' focus adjustment and/or are able to focus past 'infinity'.
So what you can do is pick a distant object and manually focus on it as best you can. Another issue because of auto focus is that today's cameras don't have any manually focusing aids like a split prism focusing screen.
All of that points to the fact that though the increasing use of automated camera features, like auto focus, opens the world of photography to more people, it comes at the eventual cost of losing many helpful features.
Older lenses not only had focus distance scales on them, they had DoF and hyperfocus scales on them too. Focus rings had slower gearing so very fine, manual adjustments to focus could be made.
In other words, be careful what you wish for.