After finishing in Photoshop, open 3DS Max and open the materials editor. place the image as a bitmap in the materials editor and tick environment and change the mapping to screen them apply it to the environment map so it will appear as the background. Once that is done, go to the Viewport Configuration then background and tick the option that says "use environment as background" to make the image appear in the viewport.
Go to the utilities, select perspective match then turn on the vanishing lines and use them to help match the scene's perspective with the image.
