Can I use the iPhone 15 pro max in Venezuela

Check service support. iPhone - Supported 5G and LTE networks - Apple or iPad --> iPad - Networks - Apple

The iPhone 14 and 15 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

Should not be a problem, in general.

Do note, U.S. models do not support physical sim cards, and there do not appear to be any carriers in Venezuela that support e-Sim, you will need to buy a model that supports regular physical sim cards outside of the U.S. if you want to use it with a service provider in Venezuela.