Your monitor does have hardware calibration :- ). The CAL1 and CAL2 are OSD stored LUTs. This is superior compared to software calibration (in Windows color management settings), but it just bypasses what OS is doing and cut offs colors outside of calibrated color space.
If your monitor is fairly new (less than 2 years), you can just select the sRGB. If you want more precise calibration, you need x-Rite i1pro spectrometer (this is because Dell tied their color software from x-Rite to this particular series, don't just use any other, like Kolormunki,etc..). This will let you do custom calibration and let you choose a color space as well (so you can have sRGB CAL1 and aRGB CAL2 for example).
It's possible to also do both hardware calibration and software calibration at same time for absolute ultra-precision. This is done by first profiling the custom CAL profile to get as close to intended color-space, and then afterwards creating system profile for Windows that will use the CAL profile.
But this will once again only work with color managed applications, so I suggest only to use hardware calibration (either default sRGB, or custom CAL1 sRGB later), and using generic color profile in Windows (use sRGB IEC61966-2.1, not default "display profile"). This negates any color management in system, but at this point we don't need it much because the monitor is doing it.
You can then set Photoshop to either ignore color profiles (it will do the calculations in generic wider gamut but it will still show sRGB on your monitor because the monitor is doing soft-proof automatically with the clamped sRGB profile.
You can then convert to sRGB when you save the file.
Or you can just assign sRGB at beginning (the 3dsMax saved files don't have profile, but they also don't have range above sRGB either, so this won't make any incorrect change).
This way, both unmanaged apps (3dsMax, WindowsPhoto,etc..) and managed (PS,etc..) will look the same and both will be correct (sRGB).
It's quite sad that you lose the wide gamut of expensive monitor, but such is life when Autodesk is behind the times. But majority of people don't even have sRGB monitors at home, and most cellphones on Android are not color managed either so...there you have it :- ).