From Rhino to Solidworks: Question on Proper Use of SW

As a few of you already know, I've been using Rhino for several years, and am now attempting to learn SW. Rhino had no specific "assembly" file option, so all components are drawn in a single file. The screenshot below shows a spray booth project drawn in Rhino, everything in one file. My question is, if I were to draw this spray booth in SW, is it more proper to create a part file for each component, and THEN drop them all into an assembly file?

Thanks-

SolidworksGeneral