As always, you should take a look at the 3ds max tutorials. My team and others have tutorials as well. My team's can be found here:
http://www.roboraiders.com/WORKSHOP/index.php (I'm working on expanding this, so it's a work in progress).
As for Hair, it's rather simple. You need to create an object and under the Modifiers menu, select Modifiers - Hair and Fur, then Hair and Fur (WSM). You can change the options in the Command Panel. This includes count and styling...