You will need to use one object as your base and convert the other objects to a mesh and add the mesh as a limb to the base object. You will then need to apply the texture to the limb. When all objects are added save the object. Here is a quick demo. The images are just solid colors.
SaveDBO
sync on
sync rate 60
backdrop on
color backdrop 0
autocam off
position camera 0, 0, -50
load image "Cyan.png", 1
load image "Magenta.png", 2
make object box 1, 10, 10, 1
texture object 1, 1
make mesh from object 1, 1
add limb 1, 1, 1
delete mesh 1
offset limb 1, 0, -5, 0, 0
offset limb 1, 1, 5, 0, 0
texture limb 1, 1, 2
if (file exist("object.dbo"))
delete file "object.dbo"
endif
save object "object.dbo", 1
do
sync
yrotate object 1, wrapvalue(object angle y(1)+1)
loop
LoadDBO
sync on
sync rate 60
backdrop on
color backdrop 0
autocam off
position camera 0, 0, -50
load object "object.dbo", 1
do
sync
yrotate object 1, wrapvalue(object angle y(1)+1)
loop