Hi,i cant connect the function E-sim on my 15 pro max,

There can be a few reasons for this.

1. The phone may have been manufactured for Mainland China, Hong Kong or Macau which doesn't support eSim at all.
2. Your carrier may not support eSim

What the model number of your iPhone? Tap Settings > General > About - tap the model twice to get something like A3102 and post it back.

That phone was originally sold in China. It does not have an eSIM. It can accept two physical Nano-SIMs.