Preview was rendered in artificial environment, so objects may look differently in your scene, depending on your settings and environment.
Scene uses Vray renderer and Vray materials. If you do not use Vray, you should download 3DS version of this scene, it contains no materials and render settings, so you can use your favorite rendering system. However, you may still try to open MAX version. To find out more about Vray renderer, visit http://www.vrayrender.com/
When importing 3DS file, don't forget to weld vertices with default threshold. Also, apply meshsmooth modifier to some parts, which require this.