Have a look here in the docs (Triangle groups paragraph):
http://support.nextlimit.com/display/mx ... ngleGroups
You also have a triangle selection mode found in the top toolbar:
http://support.nextlimit.com/display/mx ... o+Tool+bar
So switch to triangle selection mode (with an object selected)
Select some triangles (See also the Selection menu for some options on triangle selection)
Right click in viewport, Object>Group triangles.
The triangle group will appear in the Triangle groups section of the Attribute Panel.
But it can be a bit awkward to do this in Studio and it seems your problems are coming from the fact that you have a lot of objects that use triangle groups. How many objects totally do you have in your scene? Is the problem solved if you instead select the triangles in Modo and extract those to make them separate objects in Modo, then apply a material to the object as a whole? I think that would be faster than trying to recreate all those triangle groups inside Studio.
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