Have a look at this example:
http://www.slowtiger.de/examples/murkle.html
You need to prepare your images in Photoshop or any other bitmap application before you could import the parts into AS. In this case I use a single photograph of Our Beloved Leader and prepared these parts:
- background with body
- head
- jaw
- left hand
- right hand
Cut out each part and paste it into its own file, switch off the background layer, export as a PNG with transparency. You might have noticed that I painted over some parts, to complete the seat behind her, and to close the gap where her jaw was.
After you imported all those image layers into AS, proceed as usual with bone rigging and stuff.