As Jim comments, if you paint it apart, you'll get paint protection in the seams. If you paint the fender and extensions assembled, paint will bridge the gap. If you need to disassemble the pieces later on, it will be nearly impossible to do without damaging your paint. So painting them apart is best. For metallic paint, they need to be in position or the metallic may not lay out evenly. For instance, hanging the hood from rafters will cause the metallic to orient in a different direction than if it's horizontal. When panels are painted in wrong orientations are placed next to each other, they can have contrasting appearance. So setting the hood, fenders etc on bucks that support them in their final position is best when spraying metallics.
Because of this issue with metallics, some painters will only paint the car assembled. For solid color paints, this isn't as important.
At the door and trunk openings, some painters paint the jambs first just as Amervo describes. Then they close the doors and mask the gap with 3M Soft edge foam masking made for this purpose.
The foam shape softens the blend edge. It also stops overspray from fogging inside the jambs. This is how a lot of collision repairs are blended. This soft edge masking can be accomplished by "back-taping" with tape. That's a method of folding the tape back on itself. You don't want to spray paint up against a hard tape edge because it will stand out. Even inside door jambs that will look bad.
edit:
I was typing at the same time as Jim. "Rolled tape" or back tape ~ same thing. The tape is stuck to the surface and paper, then folded back gently over itself.
