From here I can't help you, because I don't have access to max and can't remember where everything is (should have my comp fixed soon).
What I do remember is that there are weapon presets for the nodes. You have to select the preset for "weapon", which will add a mountPoint, muzzlePoint, and ejectPoint (you can probably delete this one). It'll automatically parent everything.
I didn't have a look at the animation options, but it should be pretty straight forward. You'll have to specify what frames the animation runs on and give it a name - it probably uses dummy objects too.
Everything else can be figured from trial and error. It took me around an hour to get the exporter fully working last time I tried.
What I recommend you do first is just try to quick export it, and see how it turns out. It's important you just get the shape exporting now, then you can build on that.