Multiple meshes and textures for one asset

Sorry if this has been asked, been looking for 20 mins and can’t find an answer.

I was wondering if Unity supports the use of multiple meshes and textures within an asset? For example, I have a character broken down into head, body, boots and chest armour. Each piece is fully UV mapped with diffuse and normal maps. Is it possible to assemble these separate meshes in 3D Max and export as an FBX, import it into Unity and assign the different textures to each piece individually?

Thanks, any help would be great

I used to do this in Blender, with join (ctrl+j) command. I don’t know in Max.