It is not possible to export animations from the DCC (Max or C4D) - this is something we've been at pains to point out to avoid raised expectations for the initial connection to Vantage :)
That kind of animation would require the live link, which is planned for the next version of Corona. Meantime, the foundations are laid, and indeed you can create animations once inside Vantage right now, which includes camera animation, object transformation, lights color and intensities (I believe), and the Sun position (so long as Animated Geographic is chosen as the mode). Animations are created by transitioning between scene states, with the scene states associated with a particular camera, which is a different approach than keyframed individual animation tracks for each object/property but still lets you achieve a lot.
Hope this helps!