Exporting from 3DS Max can be very different when it comes to different game engines. Every engine i’ve used before .x was the format to use. Which is a direct X format.
Unity makes the whole process easy use:
FBX is the best format
From whay i’ve heard fbx is one but not the only format that unity will accept. Fbx is a 3ds file type used aswell in maya. It us also possible to set fbx files to export with textures while some formats do not.