How can I set up Filipino language on Iphone Xs Max?

If you read the tech specs you will see that this language is not yet supported for menus and dialogues, only for a keyboard:

https://support.apple.com/kb/SP780?locale=en_US

To ask Apple to add it, use

http://www.apple.com/feedback

Go to Settings > General > Language & Region > Other Languages. Scroll, and you'll see it in the list. Other related info at https://support.apple.com/guide/iphone/set-the-language-and-region-iphce20717a3/ios.