I am trying to use 3dsmax to build my character with lots of equipment.
while i would like to know how my model should be build/export.
Now I have my mainCharacter.max, and some equipment(e.g cloth.max, sowrd.max)
How can my character “wear” the cloth or “hold” the weapon in 3dsmax?
(it will be good if someone can provide some keyword for me to google)
After the above problem solve, how can I export the model out for the use of unity?
At first you shall be convinced that yours the character in mainCharacter.max and, for example, clothes in cloth.max match. In 3d Max it is possible to be convinced of it by means of Import->Merge. I hope that you have a character and his clothes will be bound to one rig. The first and simplest method, it to combine all your objects in one file, and then to import it to fbx and to add in Unity. The second and more difficult, it to import each file to fbx and to add them in Unity. But thus you will need to write also a script, for compliance of bones of the character and clothes when you will combine them. Or you can not write a script, but then it will be necessary to synchronize animation of the character and his clothes. I hope it to you will help.
The way i did it: i eguiped all parts of armors in 3ds max, like after eguiping first set,select it,hide it and eguip second set,etc. Then when you’re finished, unhide it all,and export to unity. In unity make script of changing eguipments,so if set 1 helmet is activated,all other set’s helmets are disabled. Same goes for other parts 
Really simple to use, no head breaking!