iPhone 11 Pro Max does have a provision for eSIM unless you bought it from Mainland China, Macau, or Hongkong.
Contact your carrier to transfer your SIM from your old iPhone to your new iPhone.
Transfer a physical SIM or eSIM on your previous iPhone to an eSIM on your new iPhone after setup
- On your new iPhone, go to Settings > Cellular > Add Cellular Plan.
- Choose a cellular plan to transfer from another iPhone. ...
- Check for instructions on your previous iPhone to confirm the transfer.
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About eSIM on iPhone - Apple Support (IS)