Forming a single mass from an assembly

For our user manuals, we will take sections of our assemblies and turn them into glass representations (don't ask me why...it's just what has been done before).

It looks like this:

These sections are assemblies themselves.....and this is the first time I have had to do this and I am working from home at this time.

As you can tell, each section is an assembly on its own (and there are assemblies within those assemblies....).

So far, I have taken each section and saved it out as its own sub-assembly. Then saved each sub-assembly as a part.

Now...how can I make each section look like the picture above? It will not allow me to just change the material to glass and then adjust the color. When I try to change the appearance, it does it a part at a time.

Is there a way to merge everything in to one mass or part?

OR.....is there a different way to go about doing this?

SolidworksGeneral