Read the datasheet.

The MAX7219 is a multiplexed LED driver and wants to drive a 8X8 matrix of LEDs. For it to work you have to maintain the multiplex matrix, meaning you need to switch both the segment currents and the digit currents.

Page 2:

V+ operating supply voltage: maximum 5.5 volts (I'd use a nominal 5 volt supply)
Digit Drive Sink Current: min 320 mA
Segment Drive Source Current: -45 mA

Page 5: pin descriptions

eight digit drive lines:
MAX7219 pulls to V+ when off, MAX7221 are high impedance when off
(which do you have? Does this matter?)

seven segment drive and decimal point lines:
source current to the display when on,
MAX7219 pulls to ground when off, MAX7221 high impedance when off

ISET sets peak segment current
see Selecting Rset Resistor and Using External Drivers section
(starting on page 10

To run your LED strings off of 12 volts I'd think you are going to need to buffer both the source and sink drivers of the MAX7219.

 

Ok, now iam shifting.
Did some diggin, and maybe 4 pcs of TPIC6B595 can do the job,
Only need of resistors to the LEDS
Then i just need a way to controll the contrast of LEDs, some kind of PWM, controlled by my Microchip.

 

Can this work to "Dimmer" of the LED's ?
And i use the TPIC6B595 to control the LEDS, all is then controlled from the Microchip PIC16Fxxxx