Install the SDK. You can get updated versions for the newest Max editions via Prepar3D SDK, like for Max 2015. You will want both the Prepar3d 1.4 and 2.x SDK kits. You use the 2.x SDK to do first layer export, then the 1.4 version SDK for secondary compiler. (2 Compilers in the pipeline, one to X/Xanim formats, then those into MDL format, which is what FSX/P3D use. Xanim is a fancy name for the X file 'Animation' file. X+Animation. Xanim.
When that is installed, select parts, select 'Export/Export Selected', select ESP format (FSX), export that to a place, then run that through the XtoMDL.exe system. (I use a BAT file for that. The SDK says to run it through the 'RUN' window (DOS) and type in a long sentence, which cannot be copy/pasted. Crazy. Thats why I use a BAT file, instantly runs the files. There is other ways as well. A new program is out that can run it for you also. One of the guys here made a very nice compiler program.
Anyways, if you installed the SDK right, if you can get it ran through XtoMDL ok, then you should then have a MDL file and that will go into the Model folder of a Plane folder in FSX. The rest you need to figure out also, like sound folder, setting up the config file for weight, fuel, engine, etc, etc. You can use other planes files to get it going, like gauges and sounds and things. Just to not publish anything without using permissions or you will be blackballed by everyone. Ask to use things, etc. You can create things fairly easy once you learn how everything works.
Also, if your plane will not export, or the model turns up with 0 bytes, you hit the 'Vertice' limit. The limit is that 64K Vertices or more cannot be on 'one' Material, so you have to make similar Material clone(s) for half or more of the parts and share the load of the textures on the parts. Re-run and it should then work. You'll have to make subtle changes to various inputs in the material.
Also, you have to use the FSX material for really cool effects, otherwise it uses your materials as base (basic) materials with little effect or no effect, (no dynamic reflections and shines, etc).
Once all is running, you should be able to compile test models in under a minute, like 30 seconds, etc. Burn one, then run that through the second compiler, then drop that in your planes Model folder, test in FS/P3.
Hope that helps.