How to create a human model that has separate parts(hand, leg) in 3dsmax,Each part should be able to get selected as object in unity?

Question

I m a beginner in both unity and 3ds max. When i create a human model that is used to load into unity when i create it , it would go as separated(which i want but during animation each part is getting separated and act independently) but when i add skin(connection between parts) every part is acting as single object and when i change color every part is having same color which i do not want. simply i would like a human model where each part can be selected separately but are connected in unity.