If you are on a Mac there is the simple and awesome Canon to Syphon
This works great for me, the front page says something about it breaking on MacOS10.13 which thankfully doesn't apply to me...
Hello Zijuan - Look in your package manager for Syphon.. I am not at my Max machine now, but I seem to remember it is in there... is probably not already installed but is small. You will have to install and then maybe "launch" from the package manager... (this is fuzzy memory)
There are excellent examples to get you started.
Remember, right-clicking on *any* object in Max will show you help and reference documentation, and that documentation will also usually have great example patches to give you a place to start from.
It is my personal favorite documentation of any software made.
hope this helps