What is mag safe and does my iPhone 14 Pro Max have it?

Hi,

The MagSafe Charger is designed to quickly and safely wirelessly charge your iPhone. The system intelligently adapts to conditions in order to optimize charging your device. Very popular and easy to you.

How to use your MagSafe Charger with iPhone 14, iPhone 13, and iPhone 12 models - Apple Support

Hope this help

MagSafe is a wireless charger with magnets in it that just snap to the back of you iPhone as well as charging, MagSafe is for accessories such as the leather wallet, also yes, the iPhone 12 and newer have MagSafe, so yes, your iPhone has it.