Use "Split Part" and save individual bodies as parts. Then RMB on the "split" feature in the Feature Manager and there you'll find an option to create an Assembly.
That doesn't matter SWscience! I made a practice part before I posted my reply. I made it with 4 circles that were not connecting. So it was a 4 multi-body part. I used split part to save them out as 4 separate parts. then I could use those separate parts in an assembly.