Last summer (July 2013) I delivered a 3ds Max C++ SDK webcast that gives a good introduction to the C++ SDK and the various systems within 3ds Max. This was a two-week, ten-part series that was in one hour segments. You can download the videos and labs at the developer center here: http://www.autodesk.com/develop3dsmax. Scroll to the bottom and find “3ds Max SDK Training Webcast Archive” and chose either English or Japanese language videos. My colleague, Akira Kudo, presents the Japanese version.
This training was presented using the 3ds Max 2013 SDK, but the same concepts are valid for 3ds Max 2014 (and many older versions, too). The main differences going forward are the changes to the Nitrous viewport, but still the basic ideas are the same.
During the 3ds Max 2013 release, several major changes were made to 3ds Max including the switch over to full Unicode and also utilizing the Microsoft Language Pack technology. If you are coming from an earlier release, be sure to check out the 3ds Max SDK docs here.
Also during the 3ds Max 2013 release the Visual Studio 3ds Max plugin wizard was not working well. I fixed and improved it to support both x86 and x64 builds. The updated 2013 plugin wizard is here.
Now with the 2014 release, the plugin wizard, and also the SDK itself is much better formed. If you can, use 2014 to get started, however 2013 will also work. The training is valid for both versions. Let me know if you have any questions!