What software should be used for painting 3D objects created by Rhino?

I’m finding that even though I select what I think is correct the model imports as a single item - that is there’s only one layer in 3dcoat.

I’m really quite confused with this matter, as what I think exists in the 3dc work space will disappear if I move into another - for instance what shows up in the paint room disappears if I move over to the sculpt room. I need a better conceptual understanding of what’s takine place in these different aspects of the process - that includes within Rhino as well. I came to Rhino and the 3d CAD world from the old analog paradigm - you know actually making things with actual tools…

       Anyway, if you've any links to tutorials or such that a old noob like me should learn I'd be grateful!