If you're exporting for FS (as .bgl scenery) there is a window called MakeMDL, isn't it?
It allows you to type in the latitude and longtitude where you wish to have the scenery object. (I'm thinking so, have never used GMAX seriously)
You should also be able to type in the elevation.
If you don't know the exact coordinates, just go into flight sim, start a flight not far from the scenery position you wish, the use [Y] key to go to that special mode, "drive" the plane to the pos, height you wish, turn it to thw wished direction and write the coordinates standing above down to a paper. No exit FS and type them in in MakeMDL.
Did this work for you?