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Save it as "Sketchup" then you can import it from lumion
You can either use3Ds format or Collada
Best regards
I don't have experience with the exact software but in my opinion check for exporting options such as .FBX or COLLADA. These are the most common cross platform modeling extensions. But I suspect you are looking for little bit easier things and I am not sure if you export models without UV's from a CAD software and you will put texture in Lumion it will work. You might need to take it to Max first, UV it and then export it to Luminion.