Well, it's a multi-step process. I'd first export it as an object and then import it into Blender. Once in Blender, you can create your scene. You then install the Lux script into Blender which allows you to use Luxrender as the render engine instead of Blender's.

If you wouldn't mind posting your 3dm, I could do a tutorial of how to get MOI files into Blender and then how to do a simple studio setup in Blender and then in Luxrender as well. I've been wanting to do that for a while now.