No, Paul's experience with Jesus on the Damascus road does not violate the warning of Mt. 24:2326. The verses in question read:
Then if anyone says to you, ‘Behold, here is the Christ,’ or ‘There He is,’ do not believe him... So if they say to you, ‘Behold, He is in the wilderness,’ do not go
out, or, ‘Behold, He is in the inner rooms,’ do not believe them.
The warning is not to doubt someone claiming to have seen Jesus per se, but against the claim that Christ has returned and can be seen at a certain place in the physical world. Paul does not say "there he is" or "go out." Indeed he does not even report the Damascus road event himself. It is reported by the narrator of Acts to show how the former persecutor of the church became a believer.
In addition, Paul does not claim to have seen Jesus physically on the road to Damascus. His own statement in Corinthians 15:8 is that Jesus "appeared" to him, not mentioning a specific place. Moreover, as @Nigel pointed out in his comment, the Damascus road appearance involved a bright light and a voice (Acts 9:3-7), not necessarily a physical sighting of Jesus' physical body.
Conclusion: The warning of Matthew 24 is against false prophets at the time of the Second Coming who urge people to go to the place to meet Christ. Paul does no such thing.