As my iOS engine cooperates with 3DSMax via my custom plugin i would like to ask you guys one thing.

- Can i select all objects in the scene ( having different textures ) and bake their textures into a single one (like atlas) ?

3DS Max has no native tool for this, out-of-the-box.

You need custom tools for this. They are scarce, but existing. Most are commercial.

These are the ones I know - you might find more if you look in artist forums:
http://www.scriptspot.com/3ds-max/scripts/texture-atlas-generator
http://www.nvidia.com/object/texture_atlas_tools.html
http://packer.3d-plugin.com/2008/12/26/uv-packer-best-uv-packing-solution/