Unfortunately, both .max and .c4d files are proprietary which limits options for max to c4d conversion. In case that do not have access to CINEMA 4D software you will have to rely on 3d party alternatives like PolyTrans|CAD+DCC.
CINEMA 4D doesn't allow import of .max files, but you can import FBX format. So if you have access to 3Ds Max, export your files as FBX models as these can be imported to CINEMA 4D without any problems.Open MAX file Open C4D file
A 3D CAD translation software