How to work on imported 3D Obj file and make separate parts?

I have downloaded an assembly which is in 3D Obj format. I have successfully imported it into SolidWorks 2018. How to make individual parts from the 3D Obj file?

The following is what I got when I imported it into SolidWorks 2018.

I like to learn how to design and work on the model.

SolidworksImport/export