Combustion like other compositing applications have some degree of integration depending on the manufacturer.
Obviously 3Dsmax is well integrated with combustion because they are both made by discreet but there are still options available for other 3D packages with combustion.
Firstly there is the file format. Combustion can read IFF files from maya and the majority of other common file formats.
There is also a MEL script available which enables maya to create a combustion workspace. This will carry over the camera moves from the maya camera to the combustion camera. The script is called MtoC. If you do a search for it in Google you will find it. It was written by a swedish combustion/maya user.