How do you make objects on Blender and make them into 3ds, obj, lwo, etc.? I don't have a single idea how.
i would recommend checking out some blender tutorials
& getting to know the interface / keyboard shortcuts
saving other file types-
File>Export>(choose the file format)
Select your object(s), go to "file," go to "export," where there will be many selections you can export your object as. Click one of them and save your object wherever you'd like. I'm not sure you can save as 3ds, but even if you wanted to you couldn't import into Terragen.
Here's a tutorial I did some time ago.
http://forums.planetside.co.uk/index.php?topic=7567.0
in blender: file>export as wavefront obj, import into tg save object file as tgo...
If you're struggling with Blender then perhaps try wings or metasequoia. The UIs are a bit easier and they are also free.