how do I create new "parts" out of an existing object?

hello everyone,

I'm totally new to the world of CAD modeling and also dont know many fundamental steps. But I just made a new prokject, created my sketch (wich is one big scetch containing multiple parts) and started extruding things and so on. But while I was all doing this, I noticed that everything was sorted in the parts tab under Part1. But it is actually made out of many parts wich I also individually want to export and so on. How do I do that now? I cant even find a way to add a new "part" to drag "commands" (stuff like extrude, champfer and so on) in... 

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