The 3D Game Maker is basically just an engine built around DarkBASIC Classic, which uses a sort of wizard screen to make selections. It's also very glitchy. I tried a 3DGM game once, and it wouldn't render the level, only the objects.
If you want any real freedom, it'd be a good idea to try a product like DarkBASIC Pro - that is, if your computer meets the system requirements. It's a bit glitchy here and there, but it runs on BASIC syntax, which makes things a bit easier to learn, and you get access to some pretty nice DirectX 9 graphical effects, many of which are made in the community. You can do things such as bloom/HDR, shadows, bump/parallax mapping, water reflections, and so on.
Perhaps one of the biggest challenges of making a game in DBPro is creating a sort of game engine using the language. While DBPro handles things such as graphics and input, you are still left to program the game logic yourself. Fortunately, there are many tutorials out there that can help you, as well as a multitude of plugins for things such as raycasting collision and physics.
There's a topic on the board... I believe it's called "My First DarkBASIC Game", or something along those lines. It teaches you how to make a very basic 3D Pong game, using just a small amount of code. I suggest that you start with that, and gradually work upward. Start with very simple game concepts or minigames first, until you get the hang of the language. After that, you're welcome to try your hand at larger projects. Just don't try to claim you're making an MMORPG. For many years, new users have tried to start MMORPG projects and have ultimately failed. Please, don't be like them, and try to be realistic with your goals and expectations.