After you've linked a DWG file that has been exported from Revit, you may find that some of the materials that were created in Revit could be used on new geometry you're adding while working on the model in 3ds Max. Reusing a material is often easier than creating a brand new one.
For example, let's say a wall element in the Revit project has a brick material that you'd like to use on an object you added to the model while working in 3ds Max. If you simply apply the material to the new object, you'll find that the texture map does not show as it does on the wall that came from Revit. This is because UVW coordinates of the new object are not set up to coordinate with the Tiling parameters of the Revit material.