File menu --> Import --> 3D Studio --> .3ds file

If your model is in .max format, you'll need to resave it from 3DS Max in one of Poser's supported formats (.obj, .3ds, etc.) or convert it with an expensive third-party utility.

The mesh will be imported into Poser as a static, nonposable prop; it will not retain any bone structure assigned in 3DS Max. If you wish to turn it into a posable figure for animation purposes, there are a number of figure-creation tutorials here and at other sites.

If you need to learn about animation in Poser, the esteemed Dr. Geep has a quick animation primer for beginners here.