Sorry i think not. You have to pull up each letter as required. Oh i know too slow but then think, well hey i did that and it looks great :)
I have not got your software, but as a rule you can't, you just have to combine them like any other design. If you have a look in the files of your software you can see that the fonts have a different extension, in the case of 3D it's .NFT whereas the separate letters of downloaded alphabets have the extension .pes or .vip or whatever.