I’m a newbie to 3d work in general, but I’ve created my mesh in Max, imported it and detailed it in Zbrush3. Now I want to export that detail layer into max to use. Is this the normal map or displacement map?
Also, if I want to paint in Zbrush3, how would I export that color data to Max?
That depends, but it’s properly easier to use a normal map. And it gives fearly good results to 
color = your model needs Uv’s, either from Zbrush or Max. then polypaint it. then click on
tool>texture>“col>tex” or txt, anyway, its the color to texture button.
click on the texture panel at the top, then click export.