This is not true. As Dan already said. It is essential the same software. It is one of the most powerful 3d applications. So it is also very complex. If you really want to start learning then you can start with something more easy, smaller and legal.

You can even learn modeling if you try to master the model editor in Gamestudio. If you still like what you do then you can start to learn Wings3d or Blender for free. And if you then master these quite complex tools then you can save money to buy a professional tool like Max, Maya, Lightwave or Modo.