If your just starting out with 3D modelling, I wouldn't recommend 3D Studio Max as it has a steep learning curve. Your better off creating the track in Bobs Track Builder (BTB) which has a far shorter learning curve, then converting it to KRP.
There is so much to learn to create a track from scratch (let alone the conversion process which isn't a walk in the park either), I doubt anyone can give you a walkthrough from start to finish. You'll have to learn step-by-step. When you come up against something you don't understand, search online for tutorials or post in one of the many BTB and/or 3DSM forums. That's how most modders learn to do it (besides lots of trial & error). GL
There is so much to learn to create a track from scratch (let alone the conversion process which isn't a walk in the park either), I doubt anyone can give you a walkthrough from start to finish. You'll have to learn step-by-step. When you come up against something you don't understand, search online for tutorials or post in one of the many BTB and/or 3DSM forums. That's how most modders learn to do it (besides lots of trial & error). GL