In most cases, when using the same data with two or more different Autodesk products, it's preferable to use the File Link Manager to connect to drawing files: This lets you maintain a "live" link between the applications. However, if you prefer to do so, you can also use the Import command to bind to the drawing file immediately.
When you import a drawing file, 3ds Max converts a subset of the AutoCAD, AutoCAD Architecture (formerly Architectural Desktop), or Revit objects to corresponding 3ds Max objects.
After you select a drawing file to import, the AutoCAD DWG/DXF Import Options dialog is displayed. After choosing options and proceeding with the import, you are presented with editable meshes, editable splines, and PRS controllers. Each nested block maintain its parent-child hierarchy and is imported as “Block/Style Parent”. In addition, if a single drawing object creates both mesh and spline geometry, you will find objects referred to as “Linked Geometry” in the scene. Block/Style Parent and Linked Geometry objects appear in the modifier stack on the Modify panel.
If you are using AutoSurf or AutoCAD Designer, use the AutoCAD command 3DSOUT to export mechanical models to 3ds Max. You can also explode the mechanical models and then import the resulting file, but some data will not appear in the AutoCAD drawing file.