Importing Complete Scenes

I'm new to Unity and have started on a demo project to get used to it. It will be a 3rd person action adventure and takes place in a single building (for the demo). I'm building the structure and assets in Max and since we may be developing a custom engine down the line want to build the scene in Max itself. Are the any disadvantages to this?

I noticed that since there is a lot of reuse of a certain asset in the scene that once in Unity each copy is a new mesh as a child of the scene model. Would it be better to copy them as instances and if I do will Unity use them as such? So for example a desk although copy around the scene in Max will import as one mesh which is copied / instanced around the scene in Unity?

Forgive me if this is not very clear. I'm very new to game development and modelling so learning on the go.