Importing and exporting in blender

I know this should probably be in the actual belnder forum but when i was over there i wasnt sure where i would ask it.

So here goes, if i wanted to purchase models from turbosquid and other places for my game, if they are in 3ds max or maya formats can i import them into blender and then export them into TGE or is there some other way of doing this?

If not what file formats does TGE support?

Hope someone can help and cheers.