Global illumination is normally seen in powerful rendering systems like V-Ray and also in recent versions of Mental-Ray. There are two types of Global illumination; these are Direct Illumination and Indirect Illumination. Direct Illumination takes into account the light rays from the light source and also the surface, and Indirect Illumination is where that light is reflected of one surface onto another. In 3Ds Max this can be achieved using Light Tracing rather than radiosity or third party rendering systems like V-Ray or without setting up Mental-Ray
The way I am going to set the scene up is as if I am going to render an exterior scene. I have a skylight that has Shadows enabled and I have decreased the Ray Per Sample to 5, the Ray Per Sample will decrease the quality when it comes to rendering but will speed up the rendering time as using Skylight are processor intensive. The second light I have setup is a Target Direct, it also has Shadows Enabled and also its shadow type is set to Ray Traced Shadows., under the Directional Parameters I have also changed the Falloff/Field so the light lights the whole scene.
If we do a quick render now you should get something that looks like this.
As you can see all we have is a bright scene with sharp shadows.To make this look better we now want to add the Light Tracer.
To add the Light Tracer go to Rendering > Advance Lighting > Light Tracer.
This will bring up the Render, it should look like this. Make sure the type is set to Light Tracer and make sure the tick box is selected next to active. Set to Bounces to about 5 (the more bounces the lighter the shadow), if you wanted to increase the brightness of the light change to Global Multiplier but the default if normally ok also make sure the Sky Lights box is ticked if you are using Sky Light. (In this case we are) then click render and you should have something like this.
As you can see the light has hit the object and has not only cast the shadows but has also reflected the red material on of the box to the floor surface, this is how light works in real life. By increasing the Bounces it will make the shadows brighter. The next thing to do after this is to change the Advance Lighting from Light Tracer from the dropdown back to No Lighting Plug-Ins and go back to the Skylight and change the Ray Per Sample back to 20 then Re Apply the Light Tracer and render. Changing the Ray Per Sample in the Skylight option back to 20 will get rid of the noise that appears when you was rendering although your renders will take a little more time to render now.
Apply these setting to a scene you are going create in the feature and see what you end up with.