About exporting with more options!

Hi
I imported my design into Blender for test rendering yesterday, I think Blender is definitely a better rendering software than 3DSMAX!
But the model I exported is a merged whole, it does not inherit the object information in Shapr3D, which makes me unable to continue material and other work.
So is there any way I can import the model into Blender as multiple separate objects with grouping?
THANK U!