Thank you for posting your concern here and welcome to the community!
Just to clarify your concern, you want to know if it is necessary to turn your Windws Security on while running your Trend Micro Maximum Security, is this right? Let me help you with this.
Are you pertaining to the Windows Defender program? If yes, the Windows Defender and the Trend Micro Maximum Security can't run on your computer at the same time. Your Windows defender will automatically be switched off when you install your Maximum Security. You don't have to turn it on if you have already installed your Trend Micro software.