I think what your asking is whether or not you can import an entire scene into SD. As far as I know, you can't. You could export your scene as 1 object like you said, and then use SD to bake out some material ID masks, but I would recommend working on each asset separately and then assemble them with textures in another engine or renderer. This way each obj can have more resolution to make your textures look that much better

So for your scene, I might make 1 wall, use SD to make a procedural texture for the wall with exposed parameters, take the substance into UE4 or 3ds max or whatever you want to render in, duplicate the wall and change the exposed parameters to create variations of the wall, assemble the different walls into your scene. This way you can create 1 texture for 4 or infinity walls that all look different. So while you can't assemble the entire scene in SD right now, you can absolutely use the power of SD to create infinite variation for modular assets.