A character assembly is a special type of group for objects particular to a character setup: the character mesh, bones, IK chains, helper objects, controllers, and other objects used to animate characters. Once the objects are grouped (assembled), you can perform various functions on the group as a whole, such as saving and loading animation for the entire bone/mesh set.
By default, the character-assembly commands listed here are not part of the 3ds Max user interface. To add them, choose Customize menu 
Customize User Interface, click the tab representing the part of the UI to which you'll add the commands (Keyboard, Toolbars, and so on) and then, from the Category drop-down list, choose Characters. Use standard CUI functionality to add the commands.