While Sequencer mode is active, the State Sets dialog appears as a window beneath the 3ds Max viewports, with a track window that shows the cameras in use, and the range of frames during which they are active.
The Minimize/Maximize toggle in the upper-right corner of the Sequencer window lets you temporarily hide or restore the window.
Play this movie to see an example of setting up a camera sequence (render settings have already been set up):
Play this movie to see the result of a similar camera sequence: