1
Windows 11 is not very compatible with older games as previous versions of Windows was, the Max Payne 3 game is a 2012 game and may not work correctly on Windows 11 correctly.
Download the DirectX 9 runtime from this link and install that, then restart (not shut down) your PC to apply the changes and test if that Max Payne 3 game is working correctly.
https://www.microsoft.com/en-ie/download/details.aspx?id=8109
2
If not, click your Start Button, then just type dxdiag and press Enter.
On the resulting DirectX utility, select the Display tab.
Please provide a screenshot of that Display tab.