This would depend on the game engine your taking it into, I dont know much about this. In either case if the character goes into a game as one peice then you either use a UDIM workflow or pack down everything into one single UV space.
If its already into several sub tools and you wish to keep each sub tools sub d history then you have little choice but to export each part individualy and uv map them. But there are work arounds which I talk about in a moment.
You of course can combine the parts in Maya then uv map it but your connection to Zbrush model is lost as thats in seperate sub tools, so in Zbrush your have to make lots of maps in Zbrush in which your have to combine in Photoshop for your merged model.
Another way is to combine your sub tools at their highest level export it, combine at their lowest level, then sub divide the low version to the same level as the highest model is. import the high combined model to project the details back then you still have all your sub d history but on one single model. You can then export your low sub d version for UV mapping. The disadvantage of this is 1: projecting at times creates more work to clean up, and 2: you cant sub divide the whole model as much as you could individualy
Here is what id do. If when rigging you rig parts seperately and they each have their own UV map then merge this down likewise in Zbrush. My last character had hair, eye balls, teeth, lashes, shoes, and a dress.
I ended up rigging her with the hair, upper teeth, lashes as one object, and lower teeth, eye balls shoes and dress seperate objects, this is how I merged them down in Zbrush. As it turned out I didnt need to merge many of these things down and had to spit them in my rigging program and this lost me my connection with Goz.
When you export the mesh after rigging it will be one object, but its the link between zbrush and the rigging animation stage that I like to keep. I used MODO at the time, now I use C4D.