The link above may help you. If your just starting out, remember all babies need to learn to crawl before they walk But there are lots of good tutorials for Gmax and Blender, above link has links in the posts to those.
Also this link has many tutorial links for content creation - look under tutorials. (Great site by John King worth checking out regardless)
Good luck with your content creating, I myself have been using Blender, Gmax and now using 3dsmax9, which I so prefer (costly though) i can now build houses quite easily, but have yet to under take a loco, Though atm I am making buildings for a proto-typical route I am making.