Hi, in this tutorial, I'll try to explain the way I made this model. So it's not a step by step tutorial, but I'll try to show a lot of images and explanation,
Final image

Wire

Concept |
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I've always been a fan of medieval and Gothic style. So when I started to do 3D 3 years ago, I really wanted to make my own castle one day. I tried to make one 2 years ago, but i wasn't too good, so I have to develop my modeling and texturing skills before try to make another one. I stated to find some interesting reference on Internet. For all the project, I always take a look on some references images for details etc. The first image is one of my favorite, and I really like the style of infinite towers, so I didn't start with the Disney world in mind :P.

Modeling |
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I didn't want to use a lot of boolean in this model because the mesh isn't clean with them. But with Power boolean, it's really better. So I used a lot of different things: box modeling, displace map, splines, boolean, etc. Sometimes, I made a lot of shape in AutoCAD and imported them in 3d max.
As I have 3d Max 6, I really like the new tool "Shell". For the tower, I used a meshed cylinder, then with Edit mesh, I delete few faces for the hole. And with Shell, it extrudes the cylinder to have the thickness of the walls. The beams are made with Star splines + extrude. Then I added some torus to add details in the tower. The roof is a simple cone. I didn't want to have to much polygones in the scene, I think at the end I had something like 1 000 000 polys or more.
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Some more details on the wall using box modeling. I have modeled some oil chute later in the project.

So here are some renders of the work in progress of this project. The center square tower isn't the same that the final tower. I decided to change it during the texturing to add more gothic detailed and because I didn't like this tower too much.

The new part

Now with the Bridge. The left part is the first bridge I've created, not so good. So I thought to make another one, with more details, with a more beautiful shape. The new one is made using Splines, attach them together to have hole and then extrude.
For the solders, I use a really simple trick to make them. I used a biped in 3d max, and then I extruded some parts, collapse others, add some details, etc. After, I copy/paste to have a lot of people. I rotate some at the left, some at the right, put some hands in the air etc. to have different solders.

Finally, I've made a really low poly horse using box modeling, copy it 3 others times.

For the valley, I only model the part we see in the final picture, The reason is to avoid too much polys in the scene. I used a plane, add some displacement and I added also the "optimized" modifer. The trees are from AEC foliage library.
