Ok, I can't get this to work.
Note, I'm a Blender user, and I've poked at Maya and XSI and some other things now and then but I don't think I've poked at Max before, can't remember.
The only (trial) version of Max I can seem to download is 2017 (apparently it's a car), I don't see any other older options.
Trying to open the (female) file without doing anything else causes a missing DLL warning to appear:
Continuing to open it anyway just causes max to complain of an error and close. That's fine, the readme mentioned ogremax, so I head to download that, run the installer....
Well, crap.
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Now, before I went to try installing max, I had a hunt around the internet. Apparently "can I convert .max to anything else without buying/running max" is a very common question, and the answer is always something along the lines of "no, it's an obtuse and constantly changing proprietary binary format that depends on program and plugin internals, it's not worth anyone's time to reverse engineer and they probably don't want you to". Heck, even Autodesk's 3d model viewer doesn't support .max o.o.
At this point I'm thinking if I was that invested in getting at this instead of just somewhat curious, my only options would be of questionable legitimacy, but I don't really even want max, so I didn't research getting older versions.
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Conclusion: Please use .3ds or .dxf as a distribution format. They're both also designed by the max people so should be compatible with all the data your files have, but they're interchange formats so they're meant for other people to play with easily. Of the two, I don't know which is better, just that .dxf works well in the blender->unity pipeline >.>.
Apologies for the scatterbrained rantiness. I'm finding the process of having installed max and semi-related computer shenanigans preparing for it rather annoying >.>.
