1. First of all, you need to have the latest version of iTunes installed on your computer. If the program is updated and open, close it. You can download it here https://www.apple.com/en/itunes/.
2. Connect the iPhone XS Max to the computer using the Lightning cable - it comes with your smartphone. Open iTunes.
3. Simultaneously hold and hold for 10 seconds the Side button and volume down key;
4. Release the Side button, while holding down the volume down key for another 15 seconds;
5. In iTunes, a message should appear stating that iPhone was detected in recovery mode. The screen of the smartphone should remain off.
Done! You have entered DFU mode and you can use iTunes on your PC to restore or update the iPhone software.
How to understand that the iPhone did not switch to DFU mode: The Apple logo shines on the screen; The iTunes logo lights up on the screen. This means that the iPhone is in Recovery Mode, which is different from the DFU mode; iTunes does not see the connected iPhone.