You need to tell Maya to load in the plugin. Goto Windows->Settings and Preferences->Plugin Manager
You should see the 3dsImport.mll plugin listed if you placed it in a directory that is listed in your MAYA_PLUG_IN_PATH environment variable. Load it, and you should have the option available under the File->Import menu.
Be sure you downloaded the appropriate version of the 3dsImport.mll plugin for your version of Maya. Plug-ins are version specific, eg. a plugin compiled under Maya v4.5 is likely incompatible for v5.0 and others (since API changes are almost guaranteed across versions).