Welcome to the forum.
The Glowforge recognizes different colors as Items that can be handled individually in the interface. If you can organize your files so that the elements are different colors, you can assign different engrave settings to them. Once you have your file ungrouped with different parts different colors, you can treat each part separately.
As for testing engraving/cutting settings, there are templates for that in the Free File section of the forum. Here is one. Small and fast engraving test template