Click tiles -> building aggregates multiplayer -> click on the buildings you want -> click mod instead of make
Click the physics tab, you should c a long path and a .w3d file.
Find this in always.dat or relevent.mix then extract to your level edit directory (using RenegadeEX, don't confuse with RenX, they r diffrent programs). Create a new preset which has the path set to the .w3d file that you extracted to the level edit directory. Click ok on the preset window. Then click make.
PS. You can do this to any .w3d file that you find
PS. Non-standard aggregates or aggregate parts will most likely crash Commando Editor

For Gmax, go to Program Files -> RenegadePublicTools -> HowTo -> Buildings -> Buildings.doc
read the Buildings.doc from top to bottom, it says how to make your own buildings in GMAX.
PS. There is doumentation on just about everything you need to make map in Gmax, if it isn't there, then it is at http://www.eqvaliser.com/renegade/