3dsMax Animations in one File?

Hello!

There seems to be relatively little Information about Animation from 3dsmax to Unity, so Im just gonna ask in here.
So I have a custom Rig and I want to export animations from Max to Unity. With one animation, that isnt a problem at all.
However, I want to have multiple animations of course. Do I have to have all these Animations in one Max File (with a very long animation in it) and then split up the animations in the import settings in Unity or is there a way to have muliple maxfiles with the same rig and then export the animations seperatly?

Thanks