If your using procedural materials in 3DS Max (not baked to a single texture file), then no those wont export. You can bake them down but id recommend Xnormal for that since its a bit easier without the myriad of settings.
For UVs id recommend looking into HeadUS uvlayout, its far more intuitive to unwrap in. Tuts can probably be found on youtube. But its fairly simple really, just a few hotkeys and your off. Most of it is automated, and features color mapping to indicate areas of distortion.
And just to be clear
dont bake anything until youve taken care of your UVs.