I have an assembly and I am just wondering if I need to save each one or I can just have all of them save as the original parts (not in the assembly) at the same time.
Did any of the components change in the assembly? If not, then no worries.
Most people have an assembly opened and then work on the individual parts separately and then when you save the assembly, the components will save as well.
I didn't understand you completely but did you check pack and go?
2017 SOLIDWORKS Help - Pack and Go Overview
In the Save dialog drop down, there is the SAVE ALL option.
If you are in PDM, then there is more to the story.......
Retrieving data ...