How to lock my iPhone 16 pro max

See:

If your iPhone or iPad was stolen - Apple Support

There is no way to so called “block an IMEI number.” Instead contact your carrier and report your iPhone stolen to them.

Also you will likely receive some messages claiming to be from “Apple” or ‘Apple Support” but do not interact with them. That is the thief who is trying to get you to remove Activation Lock from your iPhone, making it fully usable to them.

Then follow all the instructions provided in the support article by Chattanoogan.