Can I use iPhone 14 Pro purchased in USA in Japan?

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

Warranty restriction! - Legal - iOS Warranty Document Us - Apple - "IMPORTANT RESTRICTION FOR iPHONE, iPAD AND APPLE TV SERVICE. Apple may restrict warranty service for iPhone, iPad and Apple TV to the country where Apple or its Authorized Distributors originally sold the device."

The warranty does not outright deny warranty coverage in other countries but there are many limitations to the effect Apple almost certainly will refuse to do repairs under warranty or even repairs at all except in the country of purchase. The device would have to be sent to a friend in the country of purchase to handle any repair claims because Apple will not handle international shipping.