You can download a video tutorial (7 MB) that begins a miniseries on Compound Shapes; shapes containing multiple splines, and how they can be used for efficient and flexible modeling in 3ds Max or VIZ.  

Download CompoundShape_Intro.ZIP and unzip it to your hard drive, then double-click the HTML file to play it back in your browser.

While compound shapes are certainly important when modeling in 3ds Max it's also critical to efficient use of 2D shapes that come from other software.    For example, practically all of my architectural work is done by creating 2D elevations of walls and extruding them, taking advantage of Compound Shapes to create window openings that can easily be edited for size or position

Good luck and have fun
Ted