When you want to create an OSL Map it's easiest to go to the Maps-OSL section in the Material/Map browser.
You can use the OSL Map in the general section but initially that doesn't point to a folder with osl files. Point it to the OSL folder of your 3ds Max 2019 install to be able to pick osl files (it will remmeber that for next time).
If you want more OSL Maps check out the ADN Github 3dsMax-OSL-Shaders. And check Adding OSL Maps (Shaders) in the online help for information on where to place them so they will automatically appear in the Maps-OSL section of the Material/Map browser.