If buy iPhone 14 pro max and later move to Kenya can I use it

Make sure it will work in your country.--> 5G and LTE. Find the iPhone that’s right for your country or region. - iPhone - Supported 5G and LTE networks - Apple

The iPhone 14 series devices sold in the US do NOT have a physical SIM slot. Check if there's a carrier in your country that offers eSIM service:

Find wireless carriers and worldwide service providers that offer eSIM service - Apple Support

I do not see Kenya on that list.

You can use it if you have an unlocked iPhone

If you choose "Connect to a carrier later" when you buy your iPhone, you can activate your service when you receive your device. If you're asked to transfer your SIM, follow the onscreen instructions to transfer service from your previous iPhone. To learn more, visit About eSIM on iPhone - Apple Support.

Watch the GIF below to buy an unlocked iPhone. You can use any SIM globally. There will be No SIM Restriction.

IMPORTANT RESTRICTION FOR iPHONE, iPAD, APPLE TV AND HOMEPOD SERVICE.

Apple may restrict warranty service for iPhone, iPad, Apple TV and HomePod to the country where Apple or its Authorized Distributors originally sold the device.

Not if you buy it in the US. There are no carriers in Kenya that support the eSIM at this time. All iphone 14 models sold in the US are eSIM only. They do not have a physical SIM slot.