This is sort of an advanced project and there are many things that you will need to do in order to get the result you require.
Civil files are always very rough, so you need to do a lot of preliminary work to clean them up before importing them into Max. You will also need to separate the hardscape objects from the landscape, and put everything on different layers, so you can work on them independantly in Max.
Once your CAD file is cleaned and imported you can smooth out the terrain with a Meshsmooth modifier to get rid of those creases and pinch points.
In order to apply materials correctly, you will need to UVW map your objects. You can learn about UVW mapping here: http://waylon-art.com/uvw_tutorial/uvwtut_01.html
Once your UV's are established, then you can apply your materials.