In Photoshop, the first step is to fill he background in white with the fill bucket.
Then use the rectangle tool to make a rectangle in one of the corners and fill it in black.
Then add rulers as seen in the image below. Then use the rectangle tool again to create a rectangle in the middle where the ruler lines are creating a square and then hold Control and press J to create a new layer with that selected area.
Select the gradient tool and have the colour black to transparent.
Click the middle and the drag out to either the left or right (hold Shift to make sure its straight). Move this layer under the layer with the with the white square.
Then add a mask to the layer gradient layer and hold Control and press Delete to make the mask black.
Then paint the sides white to create black shadows as seen in the image below.
Use the crop tool to make the canvas 2x as big as the current size and copy the image 4 times and place them in the 4 corners. Then rotate them to get the pattern as seen in the image below.
Once finished in 3DS Max, apply the created texture to the displacement and the bump.
