@Scouting Ninja pretty much covered it all, but to re-inforce. If you are attempting to make this for Unity or UE4 you have two options. You can export them all as a baked animation set (3dmax can do this) and import them into the editor. Once there you can break them apart using frames, or you can seperate them.
Furthermore, the normal method for this process is to export multiple animations to a folder and link them to the bone set for the primary skeletal mesh. UE4 and Unity both support this process. At first this is confusing, but I promise you in the long run this is much better to accomplish fast edits.
Would need to know what you are attempting to pack the stuff into, and for what reason. A custom engine certainly might need this, but the engines already out there support whatever you need.