You might have better luck posting this in the Max forum, but I'll answer regardless.

You need to start thinking in basic geometric forms. Look at stuff around, don't see them as they are but what they would start from (sphere, box, cone, etc).

You could create the eyes with simple sphere's, then use soft selection and pull down or up to lengthen then, adjusting the soft selection strength to grab more or less of the polys.
Then you'll have to uv map them and create a template, then take that template into photoshop and paint!

I would encourage you to start making simple things and then you'll have a better idea of what I'm talking about. Google is your friend (3ds+max+tutorials).

Hope this helps

Comitted to excellence through art.