I have an Abu Garcia pro Max and I am wondering if I need to turn off magnetic brakes before I set spool tension or vice versa if so why

No. 

Set the spool tension first, then the magnetic brakes.  Here's the proper way to set up your baitcaster:

 

1 hour ago, Largemouth21 said:

I have an Abu Garcia pro Max and I am wondering if I need to turn off magnetic brakes before I set spool tension or vice versa if so why

I always do...you don't have to...but it works better that way. 

I'f I'm making a quick adjustment/correction while fishing hard, I don't bother, but it's best to do it that way as it sets up the spool right, then the magnetic braking can be adjusted to conditions.

9 hours ago, Further North said:

I always do...you don't have to...but it works better that way. 

I'f I'm making a quick adjustment/correction while fishing hard, I don't bother, but it's best to do it that way as it sets up the spool right, then the magnetic braking can be adjusted to conditions.

It has been my understanding that magnetic brakes don't work unless the spool is spinning.

As a side note, you can't believe everything you see on youtube.  I just watched a young man describe how to set the magnetic brakes on a Black Max.  I watched it all the way through as he started by adjusting his spool tension knob.  Turned out he thinks the spool tension know is the magnetic brakes as that is all he adjusted.