Unless a gamepack supports the importing of Collada *.dae files then no, it's not possible to import DAE models. By default gmax support the following formats only;
- *.3ds
- *.prj
- *.dxf
- *.shp
In order to get a model into gmax it'll need to be converted into a format it can load, and if you're having to do that you might as well learn the application you're using to do the converting as the likelihood is that will be a more capable 3D application.
