Basically just kinda play around... the best way I know of would be to do some of the following...
Create an editable mesh object and play with it.
Do the same for editable poly.
Expand your right-hand pane to 2 columns by simply clicking and dragging.
Take a look here:
Gmax Tut for info in the Gmax GUI. I can also help tell you what specific things are if you want to PM me here or IM me at one of my accounts below.