It's kind of a lengthy process. Simple, but lengthy. Just so you know, Gmax doesn't include any Help tutorials. They are supposedly downloadable, but I can't remember from where (Turbosquid?).
For really learning how to do all of the neat Gmax stuff, go check out the
FFDS Tutorials Forum. It's where I learned most of what I know about the nit-picky parts of Gmax.