Backgrounds can be changed using Render>Environment. If you want the object to reflect the background that's a bit trickier. Search for some tutorials on using HDRI lighting.
As for the other two, one word (well, one acronym) -
RTFM
You need to learn how to use 3DMax. Make some objects and have a play, see how they interact. Work through the tutorials that come with it. Turning something like a wheel is just a case of selecting it and rotating it. Replacing the wheel is just a case of deleting it and adding the new one. If you don't know how to do that then you shouldn't be trying something as complex as trying to render a car.