I read a book a couple of years ago, don't remember the name but as I remember, you must convert your model to X format first. 3ds has a tool for it, so after that you can show ur model using Direct X.
In more simple words, do this:
1. use a tool that comes with 3ds, to convert .max to .x
2. in c++, c# or vb, you must develop access to DirectX libraries. Download the DirectX SDK.
3. use the .x object with your code, so you can simulate it in your screen
I hope this would be helpful.