Autodesk Navisworks cannot read native Max files directly. Use the file exporter to save your files in NWC format, which can be open in Autodesk Navisworks.
The file exporter is available for Max versions from 2009 to 2015.
Note: If you installed the Autodesk Navisworks software with exporter plugins, and you install Max software after Autodesk Navisworks is installed, you need to update your exporter plugins installation with the appropriate ARX plugins before you can use them.