Hi,
Here is a tutorial how to import a mesh in gazebo. You could also create an sdf model and import it in the .world file.
<include>
<uri>model://mesh_model</uri>
<pose>0 0 1 0 0 0</pose>
</include>
In order to load it save the mesh_model in ~/.gazebo/models folder.
UPDATE
One link with many mesh collisions visuals:
<model name="my_mesh_one_link">
<link name="mesh_link">
<visual name="visual1">
<geometry>
<mesh><uri>file://my_mesh1.dae</uri></mesh>
</geometry>
</visual>
<collision name="collision1">
<geometry>
<mesh><uri>file://my_mesh1.dae</uri></mesh>
</geometry>
</collision>
<visual name="visual2">
<geometry>
<mesh><uri>file://my_mesh2.dae</uri></mesh>
</geometry>
</visual>
<collision name="collision2">
<geometry>
<mesh><uri>file://my_mesh2.dae</uri></mesh>
</geometry>
</collision>
</link>
</model>
For every mesh a different link:
<model name="my_mesh_many_links">
<link name="mesh_link1">
<visual name="visual1">
<geometry>
<mesh><uri>file://my_mesh1.dae</uri></mesh>
</geometry>
</visual>
<collision name="collision1">
<geometry>
<mesh><uri>file://my_mesh1.dae</uri></mesh>
</geometry>
</collision>
</link>
<link name="mesh_link2">
<visual name="visual2">
<geometry>
<mesh><uri>file://my_mesh2.dae</uri></mesh>
</geometry>
</visual>
<collision name="collision2">
<geometry>
<mesh><uri>file://my_mesh2.dae</uri></mesh>
</geometry>
</collision>
</link>
</model>
With the later model you can add joints between the links. If you want them to behave statically between them use only one link.
Cheers,
Andrei