These are just like any other third party max objects. The documentation in the MaxGettingStarted manual is a little light (see p. 20), but present.
Basically, put these objects in your search patch (there are a few ways to do that, one way would be to put them in the same folder as the standard externals, called "externals.") and you can instantiate them just like regular objects. The help files explain, as best we can, the usage of these objects — that would be the best place to start.
Feel free to email me, or the list, any subsequent questions.
For the benefit of whoever else is trying this, I have also been advised that original CNMAT objects have become rather incompatible with the latest version of MAX (4.5.5) and that the advice is to use the ones that now come with it. They are distributed for the Macs but can also be downloaded for Windows from the list archive…