[Mageranger Red]

Looking closely at the pictures, I do think they separate into their individual zords.
You can see a peg coming out of the arm that would come from the yellow dump truck that serves no purpose in that form, as well as a wheel on the back of that arm.
It looks too me that the dog can be removed from the leg as well. You can see bits of sculpt going into the leg and there is shadow there suggesting the recessed portion that the dog lays in.
Finally, the pictures do demonstrate that the dragon can be removed from it's position as an arm.
I must admit though, I was scratching my head too about their combining abilities till I looked really, really close at the pics. Not the best way to advertise their toys.
On the lighter side of things. I love how you can put a full action figure in the seat to "drive" the megazord. That's just a fun play pattern.