The Operator Graph (Arnold Menu) window is only available from 3ds Max 2019 onwards.

Operators Graph Editor window (Arnold menu & Render Setup)

Operators should work seamlessly in the Active Shade window.

Tutorials about Operators can be found here.

Operators Graph Editor accessible in Arnold Render Setup

Workflow

To add Operators to the scene, you must first open the Graph Editor from the Arnold Render Setup or select Arnold->Operator Graph from the top Arnold menu.
There are seven core operators, grouped under the Built-in category. 

 
A given Operator is set as the root operator by right mouse clicking on it and selecting Set as Target Operator. The root operator is then framed in green in the editor.

Operators branches can also be saved to .ass file with RMB + Export This/All, and re-imported (or imported into another Arnold plugin) with RMB + Import Operators.

 

Operators are applied globally to the scene. Any Operator connected to the root operator or to any of its children is evaluated. Operators do not have a particular output type, they just operate on the scene.

 

All the nodes at the scene level root are simply prefixed by '/'. So for instance, if in 3ds Max "sphere" is at the root level, it is exported to Arnold with the name "/sphere". Nodes under a hierarchy are exported with a '/' separator for each level, starting from the root. So for instance, if in 3ds Max "sphere" is at the root level, and "cube" is under "sphere", then "cube" is exported to Arnold with the name "/sphere/cube".