Well, is your cabin placed in the scene where light reaches it? How was it shaded in Max? with procedurals (they won't translate in Vue), or with bitmaps?If the latter, did Vue ask you to find the textures? If so, did you point Vue to the textures? What export format did you choose in Max? 3ds? If so, the 3ds format can only write 8 characters for texture names within the file, so chances are, Vue couldn't find your textures, because the textures were renamed, e.g. a texture called "red_brickwall.jpg" will be automatically renamed "red_bric.jpg".

Check the colour channel of your material's material editor, and check that the preview of your bitmap isn't black. If it is, just click on the bottom right arrow, and a browser will open, and find the original texture.