Gmax is supposed to be similar to 3D max so here's how it's done in max:
Usually in editable poly/mesh mode, there's a "create vertex" tool.
Create a box and collapse it to epoly/mesh and select vertex sub-object mode. Scroll down and you should see create vertex...now you can get rid of the box and you'll be left with your newly created verts.
The verts will only be visible in vertex sub-object mode.
When you are done with your verts layout, go in face/polygon mode and manually build faces with the create face tool.
Hope this helps and not making things more confusing.