Blender gives you only 20 layers, with no useful visual features compared to Max. I think I don’t have to say how necessary is for a bigger project to have an organized scene, and in Max by default it is done by layers.
I don’t say it is impossible in Blender (it is definitely not), but you will miss the ‘Layer manager’ of Max and its functions in Blender.
Some videos on YouTube:
3DS Max layers