How do I unlock my new iPhone 11 Pro Max?

Where did you buy this “new” phone? iPhones sold by Apple are all unlocked, unless you finance them through a carrier. iPhones sold by other sellers (even authorized resellers) are always either locked to a carrier or to a region. What does it say when you go to Settings/General/About/Carrier Lock?

If it is locked you must either use it with the carrier it is locked to, or ask about their unlock policy→How to unlock your iPhone for use with a different carrier - Apple Support

Contact the carrier the phone is locked to and ask it they can unlock it.

Only the carrier the phone is locked to can unlock it.

FYI: That model was discontinued 2 years ago.