How come my 3DS Max files are not being crated through drag-and-drop?

I am very new to Unity, so just a quick heads up if this question seems a bit silly.

I have imported several objects that were created in 3D s max and in everything I have watched on the subject of importing from 3DS to Unity, everyone has been able to drag and drop their object into the scene and have it be created. Mine is simply doing nothing. Not in the Hierarchy or the Scene.

Any input?

Well, you start by testing the file: save or copy it into the Assets folder for your project using File Explorer, then open up Unity and see if it shows up.