Does my phone support Esim (iPhone 11 pro max)

Tap Settings > Cellular

Scroll down and see if "Add eSIM" appears as an option. If it does, your phone supports eSIM.

Your next question might be whether or not your carrier supports eSIM. That would be a question for your carrier.

Your iPhone is eSIM comptible. However, like Bob said, your carrier may not support it.

Here's an article: Find wireless carriers and worldwide service providers that offer eSIM service - Apple Support

As I recall, some versions of the iPhone 11 sold in other regions did not support eSIM. I can remember answering questions from users in other regions asking why they did not have an eSIM option on their iPhone 11.

OK

For what it's worth, the new iPhone 15 sold in Hong Kong and mainland China does not support eSIM. I'm sure there are other regions as well.