inside max, there's many ways to do this. The most common tools would be either to use the terrain type compound object ( link the contour splines in a single object once they are positionned right, and then apply the compound object over it. produces a rough model that you can subdivide inside the modifier section), or the cross section modifier (same technique to link the spline, then apply modifier cross section, then a surface modifier. a smoother model, but with higher polygon count).