I would suggest to get familiar with your expensive modelling software. You bought such an expensive tool so you should read the manual!

And don't forget the chapters about uv-mapping and texture maps since this is the only material that will be exported to Gamestudio. Forget all procedural shaders in Max.

But if that is not your software - if you only borrowed it from a friend or do just some testing - then better use a smaller modelling tool as a beginner. Otherwise you get lost with all those functionality and loose your fun.