First of all, switch the printer preset to a Multi Material printer (such as the MMU2S), otherwise, the following steps won't work.
Then you can either:
PrusaSlicer will ask you if it should represent the loaded models as one single object with multiple parts - confirm the prompt by selecting Yes.
The STL file format doesn't support multiple objects in a single file natively. However, it's not uncommon for multiple separate models/shell to be in a single STL anyway. PrusaSlicer will load such models as a single object. If you wish to split the objects into multiple parts, use the Split to parts function in the top toolbar.
3MF files natively support multiple objects in a single file, Multi Material models should be automatically recognized and loaded correctly. Saving a project file (File-Save) is the ideal way of storing and sharing Multi Material models for Prusa printers.