Skin, not Physique. It can be all one mesh, not a problem.
A simpler alternative to facial bones is to use the Morpher mod, but it’s up to you which you want to use.
Look in the Rigging forum for posts on the subject.

Biped was incorporated into Max since version 7.  Biped (a.k.a Character Studio) is a great tool if you are strictly working with Biped (and Quadrapeds as of 2009 I believe) type characters and don’t need additional bones.  I have moved away from using Biped since I always seem to need additional bones and the Biped structure is very rigid (as in not very customizable).  Not to mention that having a mix of Max Bones and Biped bones always left me feeling like I’m working with two completely separate systems in one rig.  I had used PuppetShop from Lumonix for a while and it is a fantastic product.  I would recommend that over Biped and it’s now Free!  I’m currently using CAT (which is also available free of charge if you have an Autodesk subscription) .  I really enjoy working with CAT and now prefer it over PuppetShop, but the two products are similar in many ways.  Another approach is to create your own custom rig with Max bones.  Using Max bones arguably gives you the greatest flexibility but takes time and a good understanding of rigging.  Each of these options have their strengths and weaknesses so you’ll have to evaluate for yourself which is the right product based on what you want to accomplish.  If this is strictly an academic exercise, then Biped might have the easiest learning curve which is what I started with.  Hope that helps, cheers.