When you have picked out and unwrapped all the parts of a complex model, you may feel like you have completed a marathon; except a final lap remains, which is to fit all the pieces as efficiently as possible into the main mapping square. While 3ds Max has an autopacker built into the Unwrap UVW modifier, it is not really useful. A human is needed to puzzle out the most compact, optimal arrangement. It's best to think of it as a sort of puzzle game. You can quickly get an adequate result, but it takes real skill to achieve an optimal result. In terms of method, all you'll need to do is turn on Face mode (3), tick Select By Element
in the Edit UVWs window and use Freeform Mode to start transforming the UV islands. Here and there, you might nudge a vertex over a little or break a piece in two (or join two pieces), but there's no trick involved.
This is what I ended up with after unwrapping the pieces. At this stage, I wasn't too worried about welding together every possible...