Q: I'm having trouble understandig the full consept of shadowmaps.
1. How I'm I supposed to predict how big I should set the map ?
2. Is the functionality of the map dependent of the size and number of objects in the scene ?

A: 1) For test renderings, try to keep them low. When you render the last version, try to increase the size to get the best result without paging to disk. The maps are very memory-hungry. Consult the documentation of 3D Studio about memory requirements for shadow maps (I think it was Size x Size x 4 Bytes).

2)Yes (but there is a setting in the 3DS.SET file that controls if the shadows are scaled to the scene size or not), so if you have a big ground and sky objects, you might want to turn the [Cast shadows] OFF (not the [Receive shadows]!) in the Object/Modify/Attributes. It is a good idea to use Spotlights with Overshoot ON, and let them cast shadows only in a small cone, where you actually need them.

(Imagine you have a wide field, with a small house on it. You will need the shadows cone over the house, and the field doesn't need to cast shadows)