The Collada options only appear when you select the Collada (.DAE) file type from the file browser when you export.
When you export to Collada you are not able to embed textures, even if the Embed media option is activated. This is because exporting to Collada results in an ASCII-format file, which does not allow binary information, such as textures, and so on. See Embed media
This option ensures that there is only a single animation matrix for each node/object by baking all animation matrices into one.
The Smoothing Groups option in the Collada importer does not import Smoothing Groups from the FBX file. Instead, when you activate this option, the Importer creates the Smoothing Groups during the import process. The Collada importer must create Smoothing Groups on Import when this option is active, because the FBX Collada exporter does not export Smoothing Groups data from 3ds Max. If you disable the Smoothing Groups option (this is the default setting), no Smoothing Groups are generated by the Importer.