how to link bodys to difrent files?

In SolidWorks these are referred to as external references. If you have multiple bodies in a single part, go into the "solid bodies" folder. Right click on one of the bodies and choose insert into new part. This will give you a part without a feature history, but by default this will refer back to the original part. When you modify the body in the original part, the file with the single body will update.