In State Sets, a state is basically an object that records changes to your scene. The basic workflow is this:
The State Sets dialog opens showing a State Sets item at the top of the Tree View, with an empty State01 item underneath it. The overall State Sets item is also known as the master state.
In Autodesk 3ds Max 2015, by default a state is always recording while it is active.
The state now lists the changes it recorded. You can adjust these by expanding the entry and changing its child values.
To toggle between the original scene—the "Base State"—and a recorded state, click the state's arrow button. Or switch among different states by clicking the corresponding arrow button. Only one state can be active at a time, as indicated by the green arrow. If all arrows are gray, no state is active and the original scene is present.
State sets renders the states to files using the file pattern specified on the Render Outputs panel.
State Sets opens the Compositor view containing a fully wired schematic. Each state is represented by a node that is wired to an Output Bitmap node containing a thumbnail of the state's rendered image. And all the Output Bitmap nodes are wired to the Compositor Output node, which contains a thumbnail that shows the default composition. In Compositor view you can edit the schematic and the nodes to modify the composition.
For instructions on sending a composition to After Affects, see Exchanging Data Between State Sets and Adobe After Effects.