Why my new iPhone is disabled

You have 2 problems. First, an iPhone must have a SIM card, it connects the phone to the cellular network. If the phone is disabled:

If your device has iOS 15.2 or later installed, you can reset it without a computer; check out this link→How to reset your iPhone, iPad, or iPod touch when you forgot your passcode - Apple Support. Otherwise you will need a computer:

See this Apple support link→If you forgot the passcode on your iPhone, or your iPhone is disabled - Apple Support

Or watch this companion video ⬇️

After restoring the phone using one of the methods above you can restore your most recent backup.

Could you please try to explain your problem but with much more detail? Is the iPhone 11 Pro Max the new phone? Are you getting an error message? If so, what exactly does it say?