Ever since Den-O, the Rider Movies have been canon. Move War Mega Max is the movie that tells you who Nadeshiko is and how he gets that switch.

Is it actually any good? Will I miss out if I don't watch it? Where does it fit in the respective shows timelines?

they are all worth while most of the New Films are all Cannon To the Show so every thing to stuff that shown in the serise are answered in the film they came from

It's just until Fourze transformed into Rocket States and said that name I wouldn't have even been aware the film happened, this felt more like a reference than any kind of continuation.

It's Fourze and OOO, so post-OOO, and right before Meteor's appearance in Fourze.

As for quality, I enjoyed the OOO portion, and thought the Fourze section was lacking, while the joint section was mediocre.
So, you'll think the OOO portion is garbage, think the Fourze portion is the greatest thing put on screen, and declare the joint section to be decent, knowing how things generally turn out.

Best why is when the Movie Are advertise with in the opening Sequances of the show that where they Tie in

No, they're not.
The films are only canon in that sometimes (Note, sometimes) a series will reference events.
None of OOO's movies are canonically referenced in series, so they're not required for watching.
Same goes for Double's. Fourze and his S-1 switch is canon, so watching the movie explains where he gets it, but from what it seems, none of Wizard's movies are canon, either.

So is Forze set in the movie verse then cause nearly All his films are cannon also all vs movies are cannon like the sentai ones and the movie that set before W is cannon

I guess I'll skip that movie then.

I have no idea what you just said.