Drag the files in as 1 object and color as you wish.   You can even do this with a basic single extruder style printer and just pause at a certain height and change to black filament to do his hat and eyes etc. 

Alternatively, you can print them in parts and glue the pieces on individually.    The carrot seems to be problematic for some folks.    You could print 2 of them about 50mm apart this way they have time to cool between..  Or adjust your slicer as needed to make it print nicely.    Regardless of how you accomplish it.. the end design is totally worth it!   Defrosty has been a huge hit!   Im ecstatic to see all the places he's been!  haha    This is a hoot!      

ONCE the puddle of frosty has been printed, you'll need to heat the plastic with a mini torch or heat gun in  a manner that it can be bent over the edge of a table.    You'll need a corner of a table to get both edges bent properly!    Get creative… it doesn't have to be perfect!  Think about a puddle.. they just go with the flow!   As should Defrostys melted remnants! lol 

The attached 3MF is for bambu studio on my P1P with a 0.4 nozzle.   IT should work for others as well.   

Thanks to Mick23 who created the original benchy model that I got the idea from!