First of all I want you to know that this image was created for a competition, the goal of which was Lighting & Rendering Atmosphere.
As this is a making of article, I'm not gonna cover every step of the whole process. I assume you have some basic knowledge of 3D in general, and basic to intermediate level for all the 3ds max users.
First I created my concept sketch to focusing better on my idea for the challenge. I wanted to play most with the lightening and atmosphere so i concentrated more on that. The baby in the scene was used to give more expression to the whole situation.
For me it's better to start modelling from simple shapes, using the box modelling technique. So I started modelling the head from a simple box. It's better to study your model first and find how many divisions the box needs to get the look of the face better and faster. That's why I recommend to always start with the simplest shape, and adding details gradually.
A very important fact to consider is the modeling flow. I'm talking about the way you build the surface; edge loops/edge rings.
Ok, after dividing the box several times, I converted it to a editable poly, and started adding details. Although I was dealing with a complex organic modeling, the tools I've used were very few. 3ds max has a very robust polygon toolset. 90-95% of the work was done using 2 or 3 tools.( cut, extrude, bevel, weld). Cutting here and there, I've modeled the face of my character. I built the mask using surface patch technique. Drawing splines first, and than adding the surface modifier.
Using the method above, I started modelling the body. Starting from a simple shape/ turning to poly/ and adding detail with the tools I've mentioned before.