Rhino to Twinmotion help

This is my second time using Twinmotion for rendering. The problem that I have, is that when I import my model into Twinmotion, the building is read as one object making the material apply to the entirety of the building and not just the layers that I want it to be. I have my layers split up in rhino. Is there a certain way I need to export this?

I know nothing about Twinmotion. Should the Rhino plugin sort these issues? Like materials assignment?