Importing a .obj file as a SubTool into ZBrush brings it in as a single item, regardless of how many items make up the .obj. In this state you can't edit the individual parts. This short clip shows how to split the .obj to its individual parts (to individual SubTools) in ZBrush. I used the DAZ M4 for this as M4 is made up of over 100 parts and is good for this demo.