I just received Magnetic Roman Shades that are very wrinkled (Polyester Material). What is the recommended procedure to remove wrinkles?

Polyester is strong and durable with superior shape retention compared to other fibers that may flatten with extended use. 

This link will give you instructions that will help you remove wrinkles on a 100% polyester fabric

https://www.hunker.com/12001595/how-to-get-wrinkles-out-of-100-polyester