@Anonymous sorry for the delay, weekend and all...
After reading your post i realized you are using 3DS Max as part of a suite, which means there is a high chance that Arnold isn't installed.
That would cause the missing dll issue, so make sure you download Arnold from your account management page.
(more instructions here: https://forums.autodesk.com/t5/3ds-max-forum/where-is-the-arnold-render-engine/m-p/7017181#M135618)
In regards to my scene, yes it's a flat plane, the filaments are emissive and there are 3 (mesh shaped) lights in there, one for each of the filaments.
Your comment about the render engines is correct, Arnold and Mentalray are different ones which each have their strengths and weaknesses.
My scene is set up with Arnold materials and lights, which might not work with Mentalray or other render engines.
Emissive materials work in both engines, but they might need their own "shader" to work.
I'm also unsure if MentalRay has mesh shaped lights.
In 3DS Max, once you've set up a scene you can "merge" other scenes (or parts of other scenes) into them.
If you're going from Inventor for the different configurations, this is possible as well.
Just make sure you "merge" with the active scene and it will be placed at the origin.
As for applying colors, drag and drop is an easy way to apply materials to a single object but there are options on the material editor to "assign to selection".
So,yes, it is possible to select all your filaments in the browser and assign the required color in one go.

Or if you're on the slate editor:

(You can switch between slate and compact from the "modes" menu.)
Hope this gets you going.
And i have to note this at least once; i'm a 3DS Max enthusiast, i like the program a lot but i'm definitely not an expert with the program. (no formal training, just these forums and youtube to learn)
So i'll help as good as i can, but my knowledge might run out at some point.
Niels van der Veer
Inventor professional user & 3DS Max enthusiast
Vault professional user/manager
The Netherlands