Go to the Turbosquid GMAX website here:
http://www.turbosquid.com/gmax
...and then download everything (it's free)-- the help files, tutorials, etc. and install all of it. Then open up GMAX Help and Tutorials and work thru them. They will start you off assuming no basic knowledge and teach you how to navigate the user interface and then all the modeling stuff.
Have Fun!