Do you mean this red line? Could you try to reset 3ds max?

我觉得很有可能无法显示红色。
我猜测,其实是显示了红色。但在viewport里面显示的是boolean后的物体,压根就没有显示你选择的目标物体。
如下图,我选择的线压根就没有显示出来,因为显示的是最终物体。所以boolean后能改动原始物体仅仅是一个选项,最好不这样做。

Viewport was changed, I guess some display function were changed too.
I didn't install 3ds max 2012, so I couldn't test it.

(proboolean must select operands) Correct steps:
try in 2016 Please