you want to attach 2 different shapes together in 3ds max?

What type of shape are they? Splines or polygonal?

First make them editable by right-clicking on them and selecting
"convert to editable poly" or convert to editable spline". Then in the modifier panel you should see the attach button. Click that and then select the other shape. This will make them become 1 shape.

Snapping verts is easy, just press S and then the snap will come on. You can right click on the magnet shape in the toolbar to select "snap to vertex".