Only ever used solidedge for modeling, I have been given the academic version of Rhino 3D and have been instructed to compile a model similar to the following picture:

In solidedge I would simply create each part and then make an assembly similar to the above.
Does Rhino3d have a similar functionality or do I create each part in the same scene?
Also, this is an online assignment, I do not have a teacher to ask for assistance…Are there any good tutorials online I can learn from to help me with the above design? thanks