How do I block my lost iPhone 11 Pro Max?

Tap on this link and follow the instructions in the Apple Support document:

If your iPhone or iPad was stolen - Apple Support

I don’t quite understand what you mean by ‘block it’. Do you want to remove it completely from your Apple ID or just enable additional protections while it’s lost? If you want to erase it, go to settings and click on your name at the top of the screen. Then scroll down and you’ll see a list of your devices. Click on the one you want to remove, then press ‘remove from account’. If you want to enable more protections. Head to find my, press on your lost device, then press lost mode. Hope this helps.

If your iPhone or iPad was stolen - Apple Support