The iPhone 11 Pro Max does not come with earphones. It includes Apple’s EarPods Lightning headphones out of the box, but unlike some earlier phones, they do not include 3.5mm headphone jack adapters for use with other headphones.
It is not included. See the following from Buy iPhone 11 - Apple. As part of our efforts to reach our environmental goals, iPhone 11 does not include a power adapter or EarPods. Included in the box is a USB‑C to Lightning cable that supports fast charging and is compatible with USB‑C power adapters and computer ports.

I'm using iPhone 11 Pro iOS 13.6. I bought Lightning to 3.5 mm Headphone Jack Adapter (Model A 1749, MMX62ZM/A). The calls are not going through the adapter+headphones. I replaced the adapter with new one (the same model) and the problem still exists. I can only listen to music. I tested this with different sets of headphones - the problem remains.

To listen via a pair of wired headphones, you need to use Apple’s Lightning-to-3.5mm adapter which is limited to supporting 24-bit/48kHz. Technically, 24-bit/48kHz is classed as hi-res as it's above 'CD quality's 16-bit/44.1kHz, but some tracks from the aforementioned streaming services will be 24-bit/96kHz or even 24-bit/192kHz.
\n does iphone 11 come with headphones
4. Repair Your iPhone With Apple. Apple repairs iPhones at the Genius Bar in Apple Stores and through their online mail-in repair service. Apple repairs are high-quality, but out-of-warranty repairs can be much more expensive than third-party solutions.
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does iphone 11 come with headphones