Fitting togeter is one part of 4.
- geometry
- normals
- uv map
- texturing.
Painting different pieces of the same mesh requires you to select the piece of the mesh.
There’s proably no reason to.
Place the objects in engine, and use Actor Merge to join them into a single mesh so you can paint on it.
Keep in mind, this workflow illustrated by the video you shared has nothing to do with making games.