How to Apply multiple Textures to a Skeletal Mesh?

Do you mean the Material Slots? I tried that, my Problem is that even when I open my Skeletal Mesh, it just displays as a single Mesh, I can’t select the components that were previously there. I need a way to split my Skeletal Mesh up into those old components.

But they are stored in the .fbx file, i checked that by re-opening it in 3DS Max und Fusion 360.