What library to load 3D objects in c++ from modeling programs?

Question

3D

The plan is to draw a model in 3D MAX, then load it into a C++ program?

Answer 1

You cannot load the max file directly, in any case, you will load what you export from it (or from any other package).
And what format you choose for export - that you will have to download.
There are quite open formats, the same 3DS or Obj are essentially text files, examples of parsers for obj are full of Google.
In any case, I recommend that you familiarize yourself with them - you will understand how these files are arranged and how the models are represented in memory (vertex indices, polygons, texture coordinates, etc.), it will be much clearer what happens next in openGL.