RTF is a global modification that replaces all towns in the game.

Tell me, when you introduce a new model into the game, does the model обязательно have to be a single file? What I mean is, for example, a hypothetical knight – let's say there are two models (2 files), one is the knight himself, and the second is the knight's sword. In the game, we see (let's say constantly) the knight with a sword, but in reality (what we mod, not what we see), these are two models – a sword and a person... Is this possible in Heroes 5?

In theory, this is possible. RedHavenHero in the Green Order mod created an archer without an arbalest, and he attached the effect of an archer to it, leaving only the bow and arrows.
Each animation of the archer had an effect with a bow and animation for it.

I always had problems with move animations, so I prefer to rigidly attach models to bones.

But in general, it's better to talk to Hannik, he ports models on request and creates animations himself. His old works with animations were so-so (the hits don't feel right), so I didn't even look at them, but the trolls and the dwarf hero Orsik turned out well.
By the way, the dwarf hero and his combat bear in the seventh game are treated as two different models; he combined them and animated them

Added 3 minutes ago
But in general, I'm always combining different models; all my models are static and are attached to already animated ones. For example, the black dwarf from the post above has 2 bracers, 2 greaves, an axe, a gorget-beard, a helmet, 2 pauldrons, and a belt – that's already 10 models, not counting the basic spear thrower