I'm not sure how much you know about it, but in MAX they have tutorials for these sorts of things. I have MAX 8, and if you click on help, then Getting Started/Materials & Mapping/Managing Texture Coordinates/Using Unwrap UVW, it will tell you how to unwrap your model into flat faces that you can render out as a 2D image file that looks something like this:

You take that image, and paint it

That's now your texture file. When in MAX, you apply it to your model, and it will place your texture on the model according to where the unwrapped faces are on the unwrapped image.

It's not something you will be good at in the beginning, but that's how I do it. The MAX tutorials are invaluable