When creating a render, the type of lights you use are always very important. If you come from a strictly CAD background and create your renders there, the lights that were probably available to you are probably point light, spotlight, distant light and weblight. Not a big selection but for what you were doing it probably did the trick.
When you are working in 3DS Max before even looking at which lights you will be using in your scene, you first need to decide which render engine you will be using. This is important as the different render engines, like Arnold or VRAY or Scanline will not be able to use each others light sources unless they went through a converter to make it compatible with the render engine that you are using.

Looking at the Arnold render engine, you are able to create the following light shapes which in turn will give you different effects when rendered. As per the normal CAD renderers you have the Point light, Distant light and Spot light. As 3DS Max is a specialist program when it comes to rendering there are additional light types you can create.
Quad Light – Simulates light from a rectangular surface. Can be used for florescent strip light or simulate light coming in from a window.
Disc Light – Good general purpose lighting type. Used for light sources like lamps and ceiling lights.
Cylinder Light – A cylinder shape, this light can also be used to simulate tube lights.
Skydome Lights – Creates a dome or sphere around your model to simulate a sky. You can also incorporate high dynamic range (HDR) images as well. You will typically use Skydome lights to create your exterior renders.
Photometric Lights – These lights are able to incorporate real-world lights data directly from the manufacturer. To do this you can import an IES file fom companies such as Osram or Philips.
Mesh Lights – Thes lights are for unconventional lighting. Neon lights flashing or car light motion trails as well as string lights are good examples.
With such a wide range of lighting, 3DS Max will give you the capability of creating fantastic scenarios and the most real effect for your CAD models.
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