3ds Max don't show alpha channels property - places which should be transparent are black or white. Is there way to fix it? That also occurs in-game.
Added 1 hour 5 minutes later:
Nevermind, I find out. It's not easy, but possible to do 😛
You "just" need to do an alpha channel texture, and add it in "Opacity" map in 3ds Max. Then export it like any other model.