How to separate the schematic of a RGB LED into 3 individual LEDs in Altium?
This is pretty straightforward. You need to make a multi-part schematic symbol.

Check out this demonstration of how this person makes a dual op amp: https://www.youtube.com/watch?v=i6x7t1woQXc

When you annotate the schematic, you will have the opportunity to allow the system to group the red green and blue LEDs into parts, or you can do that manually one at a time.