I want to model the reference you see in the backgraund. I made some small parts, like a blockout. Do I have to combine the pieces to create a new, single island? Or now shoud I do UV mapping for substance painter?
Depends 
the answer varies based on your intended use case
Hi Joseph, thanks for reply.
I’m just making this model to improve myself. For example, what should I do if I’m going to use it in-game? Also, how can I know when to merge and when not to merge? Do you know any videos or articles about this?
Well… for buiding this and also doing some alterations having different part might be beneficial, but for a game (if this has no futher “animation”) this might be better one object.
You might have to plan your UVs by importing some UV layout export-ed image as reference where to place the other UVs.