Apologies for replying back to this topic so late (way too busy for my own good)
I seem to now atleast understand what I need to do.
My Artboard has many layers in it, some of them are in groups, and some are not. I can't select all the layers in a group, except manually, clicking on each one separately, and if I click the group itself, the layers inside that group get "unselected"..
Same goes for the Artboard. If I select the Artboard, everything inside it is no longer selected, and if I make a Slice of it, then export it, I just get one big png, instead of everything separately inside the Artboard.
This png does of course include everything that's going on inside the Artboard, but I need everything as separate objects to import to another program: Unity
I probably should have included the Unity part, but that did not cross me until later today, sorry about that.
Also to add to this: There are MANY layers.. I can't just click everything separately, it would probably take an entire day, and I know that is not the right way to do this.