It is possible to make one prop from several.Select a prop in your scene and click on "Pick Parent" under Attach:

Select a prop that you want to use as your "main" prop either on the screen, or better in the scenr manager. Repeat this for every other prop that you want included and then save the "main" prop.
A word of caution when saving, make sure that the "main" prop is selected in the scene manager before saving - otherwise you will only save a sub-prop.

Sub-props can be detached later if you want.