Do you mean to actually connect the geometry like merging vertices etc, or having pieces in your 3D App separated (like a character with a belt or necklace)? The latter should be no problem, i guess most engines create a combined mesh during the export process, and you keep a better organized sourcefile. If not, just…
No. As long as they share the same material. You should delete any triangles that are never seen, like the outside of the window frame that touches the wall. These unseen surfaces can contribute to Overdraw. Also be careful of z-fighting if you are using hardware with a low-precision z-buffer. Mobile for example. Another…
Hi sorry I meant for example - you're modelling a house and you're at the windows. In Edit mode you could either create geometry around the window to extrude and turn into the window frame, or more simply you could just add a cube to the mesh, and make this into the window frame - so it's part of the house but no vertices…