I would like to make something like this in 3D studio Max.

I would like to make something like that bridge in 3D Max. Is it something that is coded in unity from art assets I make or is it something that I need to script in max and import into unity with the mesh?

I just watched the little snipped you sent so forgive me if I say something that is later shown.

Since the mesh is animated in Houdini I expect it to be shared via the exclusive Houdini Plug-In for Unity.

If you work with Max you should animate the bridge in Max and export the object as .fbx. Unity is able to import all animation data stored in the myBridge.fbx.