3ds max is a general 3d package. You can do modeling, rigging, and animating in 3dsmax entirely. Its can be used in many purposes (Architectural modeling, character mdeling , vfx, etc) . Another example of general 3d package are Autodesk Maya, Lightwave, Cinema4D, Modo, and Blender (free)
in the other side, Zbrush is more on 3D “sculpting” package. Sculpting means detailing your model. Zbrush widely used to give a great amount of detail to the model (such as wrinkles, clothing fold, stitch, etc). Usually, an artist will make base mesh in 3ds max and move it to Zbrush for detailing. Another sculpting package is : Mudbox
You may do sculpting in 3ds max but Zbrush can do it more efficiently and saves you a lot of time.
You may also use zbrush to model (using their ztool) but its uncommon.