You cant. Rather what you would do is output a spherical render of the environment (an environment map), and use that in MAx. OR import to TG a object sequence of the chopper as an animation, and render it in TG. Anyway, even if you can could have these clouds as a mesh, that would be a lot of polygons for something you wont get close too.
If you do want to get close to the clouds (in them) probably clouds of max particles would be what you want?
OR composite, which it what a lot of people would do.