Hello guys I will show how create a 3dsmax 3d puzzle game model tutorial.
I have used following techniques shown below in this 3ds max tutorial.

[1]-Start 3dsmax and choose "Line" Button
     Now create shape like this in the top view port

[2]-Apply the extrude modifier with the amount of 5.0

[3]-Select the object and press the (ctrl + v) now you will see the clone option window is open select the copy mode
     Hit ok

[4]-Now select the vertex and deleted now

[5]-Your spline should like this

[6]-Set the object like this

[7]-Similarly create all shape like this

[8]-Select the every box individually now convert into the editable poly
     Select the edge mode then select the all four edges of the every box then apply the chamfer edges with the 0.2

[9]-This is my material palette and creates materials some thing like that

[10]-After use the material palette now your object should like this

[10]-Set the skylight like this with the following parameter

[11]-This is my final result are you looking it
 

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