Select the viewport that is using the camera's view, go to the menu bar and select Viewport -> Viewport Background -> Viewport Background.
I have exported the original clip I had in After Effects from the same composition with the same time range I used to track my camera, as a JPEG sequence. This does not need to be very high quality, just good enough so you can see what is going on. Select the first image in the sequence, tick the 'Image Sequence' check box and click OK.
Also tick the 'Animate Background' check box for the viewport background options so it updates properly as you scrub through your animation.
You should now see your original scene directly in the viewport of the camera and, playing back the animation, the dummy objects should track the footage like the null objects did in After Effects. If they do not, you may have mismatched frame numbers in your exported camera data and your background image sequence.
Now we're ready to create our 3D elements!
When using any assets from the Internet, ensure that you have permission to use it for whatever it is you are intending to use it and that you credit the author if required.
To import the model, simply drag the file from your file browser into one of the viewports in 3dsMax and select the 'Merge File' option from the context menu.
Bam! You should now have a UFO in your scene.
Position the UFO and scale it so it sits right in the opening in the foliage as indicated by our dummy objects. Remember that the dummy objects do not reflect the actual 3D positions of the branches, they only track the trees when seen from the camera's point of view.
Playing back your animation, the UFO should now sit nicely in your scene and follow the camera's movement.
Because I think this looks a little boring, let's animate the UFO so it appears to be approaching the scene, slowing down and finally coming to a stop just above the tree line when the camera has finished aiming up.
Go to the time position where the camera has just finished panning up and click the 'Set Key' switch at the bottom of the interface. Click the 'Create Keyframe' button to the left (the button with the big key icon) to create your first keyframe for the UFO in its current position.
Move the time slider back until your UFO is entirely off screen and, using the top and side views, move the UFO back a little bit and rotate it around the Y axis. Now click the create keyframe button again and, this is important, exit keyframe mode by disabling the keyframe mode switch.
Playing back the animation now, the UFO should approach, spinning slightly, slow down and finally come to a stop just above the opening in the foliage.
Now, very few UFOs are a matte grey colour (or so I presume, at this point it's really anyone's guess!), so you should probably assign a few materials to your model to make it look more realistic. You can do all of that in the Material Editor which you can open up by pressing the 'm' key on your keyboard.
The material editor warrants a whole (or many) tutorials in itself but I won't get into any detail on it here. For now, I will just leave my UFO plain and grey. Just imagine the aliens did a bad paint job or wanted their floatation devices to match their skin colour...
With that done, let us quickly enable an important option in our camera viewport. This option is the 'Show Safe Frames' option and it will lock the viewports aspect ratio to what you specified in your render settings and ensure that the background image won't get stretched out of proportion.