I know that these links are from a SimCity 4 website, but they should help you. If you are looking for more help, check out any custom content Microsoft Train and/or Flight Simulator, Auran Trainz, or SimCity 4 forum. They all use Gmax for custom content, and they all probably have tutorials on Gmax.
Creating a Simple House in Gmax - Modeling
Creating a Simple House in Gmax - Texturing
Calibrating Photoshop for Gmax
P.S. The tutorials for Gmax are a separate download. They are not bundled in with Gmax itself. I know this, becuase I downloaded Gmax and the tutorials a year ago while I still had dial-up - and both files were between 18-20 megabytes, which took half a day each on dial-up.
