Ok, first off, c4d uses a different co-ords system to milkshape, sooooooooo
if making ships/stations etc for export to milk fo9r export to fl, point the nose pozitive z axis, and flip the ship upside down before export, also you will have to select all faces and reverse vertex order once in milkshape, as the difference in co-ord handedness means milk thinks the winding order is the wrong way round.
You have various ways to model in c4d, you can point to point if you have the mental stamina to stay awake that long, but box modeling and the various nurbs based options are a better bet if you are sane.
Check the pdf manual that comes with it, its better than most, full of usefull examples, for 'low' poly modeling, simple box modeling methods, and the symetry tool are your friend, remember to use a separate mesh group for each material, milkshape needs that anyway, and c4d has a history of problems with exporting multi-material groups in obj files, google for a free c4d plugin called 'riptide' which sorts the problem nicely on the newer builds of c4d.
Dont make triangulated meshes, use quads, it's faster and easier, triangulate when the mesh is finished, critical areas by hand (use the knife tool, with 3d snapping, then the auto triangulate for the rest.
UV map parts as you go, c4d is pretty reasonable at interactive mapping/texturing, especially if you went for the bodypaint addon, dont finish a 30k poly mesh THEN try and uv it, map as you go, bit by bit, makes life soooo much easier.
You wont do a 'dave' and take 2 hours to finish a station mesh, but... you wont have 20 hours of messing with it afterwards to regroup and uv it.
Realistically, the manual is your best friend, ask if you get stuck and I'll help if i can...
Oh.. I know, hang on a sec...
Aes ago somebody asked me how I made weapon props in c4d, so I sent em some sample scenes...
Here, grab a copy, nothing fancy but might help you get to grips with stuff