Hi @FarhanUddinShaikh - Not going to happen. You can't bring in a MAX file directly to Revit, and a DWG file when exploded, will turn into a free form object with a bunch of grips and NOT separate parts. It's weird and freaky)
Some tips -
Plan A - Split up your 3DS Max geometry into layers. Export to DWG. Insert into Revit, unpin. Go into VG>>Imported Object - you will see the layers. You can control the visibility of the layers from there.

Plan B - Divide and rule. Split up the 3DS Max geometry into multiple files and insert
Rina Sahay
Autodesk Expert Elite
Revit Architecture Certified Professional
If you find my post interesting, feel free to give a Kudo.
If it solves your problem, please click Accept to enhance the Forum.