Printing a complex object like this one from an attached photo requires a few factors to consider, such as print time, quality, ease of printing and eventual post-processing. You have two options: print the entire figure in one piece with supports, or separate the parts and print them individually.
Printing the entire figure in one piece can be a good option if you want to save time and reduce the amount of post-processing work. If you decide to go with this option, make sure to orient the model correctly to minimize the need for supports and reduce the risk of failure during printing.
Separating the parts and printing them individually can allow you to print each part in the best orientation for quality and reduce the risk of print failure. However, it will require more time for preparing the model for printing and post-processing work to assemble the parts. Bear in mind, that if you decide to separate the parts, it may still be necessary to print them with supports. It is also a better option if the model exceeds the printer's build volume.
To make the assembly easier, you can add alignment pins and holes to the parts to ensure they fit together correctly. Here is a very good tutorial on how to do it - How to cut STL models for 3D printing in Meshmixer. You can also add alignment pins and holes right in Chitubox.
Both printing options have their pros and cons, and you should choose the one that best suits your needs.