The max version used here is 2015
1. Right-click in the scene view -> Scale
2. After hovering the mouse over an axis, hold down the left mouse button and move the mouse to zoom the object. If you want to zoom as a whole, hover the mouse over the center of the coordinate axis, then press and hold the left button
You can also directly modify the XYZ axis directly in the input box below. To zoom in as a whole, press the lock icon