You want to import the sculptmap then "Edit>Paste into scene", and left-click in one of the 3ds Max viewports. That should create the sculptie in 3ds Max. Select the new sculptie in 3ds Max and generate a sculptmap from that.
If that all works, then SculptGenMax is working fine.
From there, its up to you. The easist way to create a sculptie is to start from one that you import. So you could start changing your imported sculptie to make it look like what you want.
Hope that helps. I don’t have time to go into a lot of detail right now.