If your model has several albedo textures, then it must also have several materials, each material having it's own albedo texture. So, in MAX, you will need to first select the correct material channel and apply the correct albedo texture for that channel.
When you import the model, under the Materials tab, right under Material Type, there should be a dropdown to select the material you want to apply your textures to. Use that to select your materials, then select your Albedo for each material you have.
If the model is already imported, then select it, go to the Materials tab, and right at the top (right under the Enable Custom Materials checkbox) there is a dropdown you can use to select your different materials there.
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