Usually, it can be done without a PC at hand: power off your phone, hold down the volume down key and turn on the phone (keep holding both the power and the volume down button until it boots up). It should switch on into some sort of maintenance mode: you should see a triangle icon and a plain-looking menu. Navigate to Factory Reset using the volume down key and press Power button once to activate the selected item.
The 'service' button may differ on UMX Max (more often than not it's the volume down key, that's why I've suggested trying it first), so if the 'Android System Recovery' menu doesn't show up, try holding down the Camera button or the Menu button when powering up the phone.
As for doing it from the PC: you will need Android SDK, which comes with a utility called Android Debug Bridge (ADB). You will just need to connect your phone to the PC, fire up the command prompt (Start -> Run -> Enter cmd -> Press Enter), navigate to the 'Tools' folder of the Android SDK installation (by means of writing something like cd C:\Program Files\Android\android-sdk\Tools), and run the following command: adb shell reboot recovery.