Hello friends I will show how create a 3dsmax 3d toy train model tutorial.
I have used following techniques shown below in this 3ds max tutorial.
[1]-First of all you will press (ctrl +N) now you will see the new window is open
Click on the Box button and create two boxes with the following size 
[2]-Now select the bottom box and click on the Boolean button
Now Boolean the object likes this 
[3]-Again create a small box and set like this 
[4]-Again select the big box and Boolean the small box like this 
[5]-Create a cylinder with the following
Now put the cylinder like this as shown below 
[6]-Again create a another cylinder and set like this 
[7]-Again create one more cylinder and apply the taper modifier and use the following setting 
[8]-Create a chamfer cylinder with the following size 
[9]-Select the chamfer cylinder and convert into the editable poly
Select the polygon mode and pick the circular selection region tool 
[10]-Now make a selection and apply the extrude polygon with the amount of -7.0
[11]-Now make a selection and apply the extrude polygon with the amount of 7.0
[12]-Now your object should like this 
[13]-Create a three more copy and set like this 
[14]-Create bogy with the help of chamfer box and place like this 
[15]-Create wheel with the help of chamfer cylinder and place like this 
[16]-Create one more and place like me 
[17]-Create materials like this 
[18]-Set the skylight like this with the good following amount as shown below 
[19]-This is final image