There is no form of history like Fusion has. Modelling in 3dsmax is mostly freeform, so no mathematical stuff, its 'good practise' to collapse everything when selling 3D content so everything is basically a mesh at this point, you lose all extrusions, lofts, sweeps etc for most situations.
1. Toggle F3 for wireframe/solid view. Or in the top left corner of the viewport You have something like [Orthographic][Standard][Default Shading] - select default shading and you can select different view types.
2. To select editing mode your object must be an Editable Polygon/Mesh. You will see this in the Modifier tab on the right side of the screen. Buttons 1,2,3,4,5 Are Vertex, Edge, Border, Polygon, Element mode. If you have trouble a quick way to make something Editable, you can right click on the object > Convert to > Editable Polygon.
Edit: Element mode might be your best option since its a useful way in 3dsmax to grab large chunks of objects that are meant to be one piece, so you can select an Element like a wheel and then 'detach' it. Hold control when selecting multiple elements, so for example the wheel may not be the same element as the rubber on the tyre, but you can grab both together holding control and clicking. This way you can take that wheel and import it into Fusion and trace over it. Rinse repeat for the other elements and each object should be small enough to export/import without much issues.
3. Highlight geometry to merge > What does this mean? This is an entirely different concept in 3dsmax and I'm not familiar enough with Fusion. Edit: I think from a quick youtube this means boolean modifier in 3dsmax, try it see if thats the one you are looking for, same with your next question.
4. Merge into a separate body/object in the scene > What does this mean? Do you mean copy/paste between different scenes? You can File > Save Selected or use a copy/paste script if that is what you mean.
5. You can use Pro-Optimize in the modifier tab to reduce subdivisions. There is also Retopology modifier. There is a few others but they are probably the most fastest ways of reducing geometry count with less artifacts.
6. Good luck with manifold. If the geometry has holes and was not designed like this its going to take a long time, I would do that in Fusion by tracing over it. You can try cap holes in Edititable Polygon mode but generally its more miss than hit.
Dont worry about learning 3dsmax, ive been using it every day for the past 15 years, Ive barely scratched the surface lol. Theres many many ways to do things in 3dsmax, all have a combining effect so you will truly never learn everything, but theres plenty of ways not to do things thats for sure.