Hello! I have some experience with 3ds Max and Unity so I'll try to answer your questions (I'm not an expert though, so I apologize if I misunderstood the questions)
1)
To get a path from an editable poly, select an edge loop then hit "Create Shape From Selection." That will make a new spline with the same shape as the edge loop.
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Then you can take your object, apply a Path Deform (WSM) , and select your new path to align your object along that path. (note that you'll probably have to toy around with the path deform settings to get what you want)
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2) Here's how I imagine the problem in this question: you have a bunch of ugly seams and repetition on your object even though your texture tiles perfectly in Photoshop.
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I can think of two ways to deal with this. The first is to apply bend modifiers to your road in 3ds Max. This usually looks good even though it creates a small amount of distortion.
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The second way would be to map the texture according to its world space position. I know how to do this in UDK, but not Unity unfortunately.
3) AFAIK you don't make collision models in 3ds Max. You do all the collision in Unity.
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(note there are also mesh colliders, cylinders, etc...)