You can import geometry by dragging from a file browser into a 3ds Max viewport. When you use this method, typically 3ds Max does not prompt you to merge or replace the scene, but merges the imported geometry with what is already there. In doing so, it uses the most recent specified import settings for that object type. For example, if you import an OBJ object and turn on Reset Scene, which is off by default, then any OBJ objects you import subsequently via drag-and-drop will automatically replace any data currently in the scene without prompting you.
For most file formats, after you release the mouse in the viewport, you can move the mouse to position the geometry. Then click once to set its position.