That are materials like referred in 3dgs manual materials section. About 3ds max and 3dgs integration was so many times answered on this forums, search for "3ds to mdl" or the like.

Like Lion_Ts said, in the final you need to export the mesh, animation and texture with UV map. If you use the plugins that are listed in downloads page to export 3ds to mdl, take care because its only possible to export standard materials made in 3ds max, and the texture bitmap must be loaded as diffuse map only.
Hope it helps.