Though I don't use Max much, I do know that the game doesn't generally recognize the individual parts the way we see them.  The modeller has to save or export the model in a certain file format which the game uses and place that file containing the model into a folder, often in a class. Is this what you mean by "upload game asset"?  The game will see one model even if the parts are individual or even separated.  It is possible to make a model which has all the parts not even touching but the game will see it as one model if saved into a single model folder.

It is also possible to create a whole character model from one primative (polyhedron).  This is done through extrusions and other sculpt tools.  I don't use Max for sculpting, but there are some great tutorials out there for it.( I use Wings3D or Blender for sculpting)  However, since you probably want to animate certain parts such as the legs, then those will have to be made as individual parts so they will move.

So, create the model any way that you want and save it all together in the same model file format that your game uses.  If the graphics engine is coded right, then all the parts should appear in the game exactly in the position that you created them in Max - character with limbs, head, shoes, and so on.  

A performance tip for the game would be to use as few material or image files as possible for the model: The fewer the files in the model folder, then generally the better the performance.

Clinton

Though I don't use Max much, I do know that the game doesn't generally recognize the individual parts the way we see them.  The modeller has to save or export the model in a certain file format which the game uses and place that file containing the model into a folder, often in a class. Is this what you mean by "upload game asset"?  The game will see one model even if the parts are individual or even separated.  It is possible to make a model which has all the parts not even touching but the game will see it as one model if saved into a single model folder.

It is also possible to create a whole character model from one primative (polyhedron).  This is done through extrusions and other sculpt tools.  I don't use Max for sculpting, but there are some great tutorials out there for it.( I use Wings3D or Blender for sculpting)  However, since you probably want to animate certain parts such as the legs, then those will have to be made as individual parts so they will move.

So, create the model any way that you want and save it all together in the same model file format that your game uses.  If the graphics engine is coded right, then all the parts should appear in the game exactly in the position that you created them in Max - character with limbs, head, shoes, and so on.  

A performance tip for the game would be to use as few material or image files as possible for the model: The fewer the files in the model folder, then generally the better the performance.