It's quite easy. Here is a 3D structure:
graphics = Graphics3D[{
   Cuboid[],
   Cone[{{.5, .5, 1}, {.5, .5, 1.5}}, .5],
   Sphere[{.5, .5, 1.75}, .25]
   }, Boxed -> False]

This exports the structure in 3DS format:
Export["geometry.3ds", graphics]
You can also specify the format explicitly if it isn't clear from the file name:
Export["geometry.3ds", graphics, "3DS"]
This will then open the file with the default application on your system for 3DS files (% denotes the last output):
SystemOpen[%]
Chris