Oha, that is a bit difficult, you have t odesignate the body as fuselage, rename it too ( is better) then you have to link the wings to the fuselage. It`s called hirarchie.
rightouterwing --->rightinnerwing--->fuselage<---leftinnerwing<---rightouterwing
You have to link the parts in the right order, it sounds more difficult than it is. The rest is modeling, you need a bit experiance to model the parts the right way, you will notice that you have (in the beginning) too start some parts over and over again, cause the result is not the one you are looking for! best method for me is "edit poly" so you can edit the whole mesh of the plane without probs. in the edit list you can find "turbosmooth" and "smooth", turbosmooth adds more polys to the model and destroys it, cause you lose the control for it. Smoothing doesn`t destroy it calculates edges as round objects, they have still edges but the light and shadow is calculated as round.
you need the LOD extractor tool for max wich creates the LOD for the game.
but where and how to start is up to you. This was the first pack of infos I can provide to you, I`m not an expert, still have many questions myself. FC is a pro, suicidal too and many others, Ravenclaw, Amokfloo ....
you can look into the WIP threats to see how they work step by step