your kind a little lost ..
Read my friend Read, first you need to have instaled Gmax and then you need to download & install the sdk-Sp2 , and place the FSX_GmaxGamePack inside the folder Gmax\gamepack ;you need to read the instructions..this has nothing to do with FSX ,you will use gmax to CREATE a 3 dimentional object like an airplane for example , open gmax then after you do a plane export ,but you need to read the instruction and learn this is not easy