How to activate my new iPhone 16 pro Max if I don't have my old iPhone 14 pro Max only apple watch

you don't need a phone to activate a new one

Set up iPhone - Official Apple Support

to setup the watch if it's tied to the old phone then you have to go here and read section "If you don't have your old iPhone or you erased it"

How to pair your Apple Watch with a new iPhone - Apple Support

Hello,

You should be able to use iCloud or one of the other methods. See this:

Transfer content from your previous iOS device to your new iPhone, iPad, or iPod touch

Good luck.