Details on the process used to import:

First I go to file menu and then import the file (.max). Then a file .SWPcbDoc is created, mind you I already imported a .dsn file. Which gave me the schematics and symbols, as well as, creating its own .schlib. When I am look at the symbol in the library tab the symbol is there but the footprint is missing, even after importing the .max file. Can anyone explain how the imported files work, and How to you use the imported files to create the libraries that are needed?